-20.3%
BROS vs SIRI
+59.9%
-80.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | -0.9% |
| 7D | +2.5% | +22.3% | -19.8% | -2.1% |
| 30D | +15.1% | +26.9% | -11.9% | +9.0% |
| 3M | -31.4% | +9.6% | -41.0% | -33.2% |
| 6M | -22.6% | +27.2% | -49.8% | -26.0% |
| YTD | -28.1% | +72.4% | -100.5% | -34.0% |
| 1Y | -20.3% | +59.9% | -80.2% | -24.2% |
| All | -20.3% | +59.9% | -80.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling