+27.0%
BROS vs S
-67.7%
+94.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -6.7% | -7.7% | +1.0% | -4.3% |
| 30D | -29.1% | -5.3% | -23.7% | -28.4% |
| 3M | -16.7% | +20.3% | -37.0% | -23.1% |
| 6M | -11.6% | +47.4% | -59.0% | -25.4% |
| YTD | -23.9% | +32.5% | -56.4% | -33.6% |
| 1Y | -34.8% | +9.5% | -44.3% | -39.7% |
| 3Y | +62.1% | +15.5% | +46.6% | +36.9% |
| All | +27.0% | -67.7% | +94.7% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling