+66.9%
BROS vs SEI
+597.1%
-530.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.8% | -2.7% |
| 7D | -6.6% | +28.2% | -34.8% | -9.6% |
| 30D | -12.3% | +15.5% | -27.8% | -14.2% |
| 3M | -22.2% | -1.4% | -20.8% | -23.0% |
| 6M | -14.3% | +37.4% | -51.7% | -19.7% |
| YTD | -26.6% | +47.8% | -74.4% | -32.3% |
| 1Y | -31.5% | +174.3% | -205.8% | -43.3% |
| All | +66.9% | +597.1% | -530.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling