+27.0%
BROS vs SFM
+258.6%
-231.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.1% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -29.1% | -4.4% | -24.7% | -28.5% |
| 3M | -16.7% | +1.5% | -18.2% | -17.4% |
| 6M | -11.6% | +6.5% | -18.1% | -14.3% |
| YTD | -23.9% | +2.2% | -26.1% | -25.7% |
| 1Y | -34.8% | -41.9% | +7.1% | -26.6% |
| 3Y | +62.1% | +106.8% | -44.7% | +39.6% |
| All | +27.0% | +258.6% | -231.6% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling