+27.0%
BROS vs SAN
+382.9%
-355.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -6.7% | +1.8% | -8.4% | -7.4% |
| 30D | -29.1% | +2.0% | -31.1% | -29.7% |
| 3M | -16.7% | +19.7% | -36.4% | -23.7% |
| 6M | -11.6% | +30.6% | -42.2% | -22.2% |
| YTD | -23.9% | +28.8% | -52.8% | -33.1% |
| 1Y | -34.8% | +57.8% | -92.6% | -47.7% |
| 3Y | +62.1% | +338.1% | -276.1% | -19.1% |
| All | +27.0% | +382.9% | -355.9% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling