+19.7%
BROS vs SITM
+187.0%
-167.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | -0.2% |
| 7D | -5.8% | +3.9% | -9.6% | -6.6% |
| 30D | -14.0% | -6.6% | -7.4% | -13.1% |
| 3M | -32.5% | -11.9% | -20.6% | -33.2% |
| 6M | -14.9% | +81.1% | -96.0% | -33.7% |
| YTD | -28.3% | +80.0% | -108.3% | -45.0% |
| 1Y | -34.0% | +145.8% | -179.8% | -55.2% |
| 3Y | +63.0% | +475.9% | -412.9% | -25.4% |
| All | +19.7% | +187.0% | -167.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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