-4.6%
BROS vs SFM
+122.7%
-127.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | -20.4% | -7.1% | -13.4% | -18.8% |
| 30D | -6.1% | -21.4% | +15.3% | -1.7% |
| 3M | -29.4% | -40.1% | +10.7% | -21.2% |
| 6M | -31.5% | -38.0% | +6.5% | -24.7% |
| YTD | -42.8% | -36.5% | -6.3% | -38.2% |
| 1Y | -37.5% | -35.2% | -2.3% | -32.9% |
| 3Y | +27.2% | +23.5% | +3.7% | +22.3% |
| 5Y | -47.0% | +109.7% | -156.7% | -45.6% |
| All | -4.6% | +122.7% | -127.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling