+25.1%
BROS vs SIRI
-42.2%
+67.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.9% | +4.3% | -5.2% | -1.8% |
| 30D | -13.5% | -2.8% | -10.6% | -13.0% |
| 3M | -18.4% | +5.9% | -24.3% | -19.3% |
| 6M | -10.6% | +31.9% | -42.5% | -15.4% |
| YTD | -25.1% | +48.7% | -73.7% | -31.0% |
| 1Y | -28.6% | +23.2% | -51.9% | -32.0% |
| 3Y | +65.6% | -23.9% | +89.4% | +67.2% |
| All | +25.1% | -42.2% | +67.3% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling