+25.1%
BROS vs SAN
+380.6%
-355.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -0.9% | +3.3% | -4.3% | -2.4% |
| 30D | -13.5% | +1.1% | -14.5% | -13.9% |
| 3M | -18.4% | +22.2% | -40.6% | -26.0% |
| 6M | -10.6% | +36.0% | -46.6% | -22.6% |
| YTD | -25.1% | +28.2% | -53.3% | -33.9% |
| 1Y | -28.6% | +54.1% | -82.8% | -42.1% |
| 3Y | +65.6% | +354.2% | -288.7% | -18.9% |
| All | +25.1% | +380.6% | -355.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling