+18.4%
BROS vs SIRI
-42.0%
+60.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.6% |
| 7D | -6.1% | -3.0% | -3.1% | -5.5% |
| 30D | -12.4% | +1.3% | -13.7% | -12.6% |
| 3M | -27.9% | +5.6% | -33.6% | -28.7% |
| 6M | -16.8% | +35.2% | -52.0% | -21.7% |
| YTD | -29.0% | +49.1% | -78.1% | -34.7% |
| 1Y | -33.2% | +26.8% | -60.0% | -36.7% |
| 3Y | +56.8% | -23.7% | +80.4% | +58.2% |
| All | +18.4% | -42.0% | +60.5% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling