-1.8%
BROS vs SFM
+118.4%
-120.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.7% | +6.4% |
| 7D | -17.9% | -10.2% | -7.7% | -15.7% |
| 30D | -5.4% | -23.9% | +18.5% | -0.2% |
| 3M | -32.1% | -42.3% | +10.2% | -23.6% |
| 6M | -31.7% | -40.1% | +8.5% | -24.3% |
| YTD | -41.2% | -37.8% | -3.4% | -36.2% |
| 1Y | -32.6% | -37.1% | +4.5% | -27.1% |
| 3Y | +32.7% | +21.5% | +11.1% | +28.1% |
| 5Y | -44.2% | +103.8% | -148.0% | -42.7% |
| All | -1.8% | +118.4% | -120.2% | +3.8% |
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