+22.6%
BROS vs SFM
+222.1%
-199.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.1% |
| 7D | -6.6% | -7.2% | +0.6% | -5.0% |
| 30D | -12.3% | -14.3% | +2.0% | -9.2% |
| 3M | -22.2% | -13.7% | -8.5% | -19.8% |
| 6M | -14.3% | -6.0% | -8.3% | -14.3% |
| YTD | -26.6% | -8.2% | -18.3% | -26.5% |
| 1Y | -31.5% | -46.2% | +14.7% | -21.5% |
| 3Y | +62.3% | +83.6% | -21.3% | +43.7% |
| All | +22.6% | +222.1% | -199.5% | +19.5% |
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