+19.7%
BROS vs SIRI
-41.5%
+61.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | -5.8% | +0.6% | -6.3% | -5.9% |
| 30D | -14.0% | +2.5% | -16.5% | -14.4% |
| 3M | -32.5% | +6.6% | -39.1% | -33.3% |
| 6M | -14.9% | +32.9% | -47.8% | -19.6% |
| YTD | -28.3% | +50.5% | -78.8% | -34.2% |
| 1Y | -34.0% | +28.0% | -62.0% | -37.6% |
| 3Y | +63.0% | -22.4% | +85.4% | +63.9% |
| All | +19.7% | -41.5% | +61.2% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling