+66.9%
BROS vs SITM
+412.8%
-346.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -6.6% | +3.7% | -10.3% | -7.1% |
| 30D | -12.3% | -14.5% | +2.2% | -10.5% |
| 3M | -22.2% | -10.6% | -11.6% | -22.7% |
| 6M | -14.3% | +65.5% | -79.8% | -28.4% |
| YTD | -26.6% | +67.0% | -93.6% | -39.7% |
| 1Y | -31.5% | +138.6% | -170.1% | -49.8% |
| All | +66.9% | +412.8% | -346.0% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling