+25.1%
BROS vs SITM
+170.4%
-145.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -0.9% | +8.4% | -9.3% | -2.7% |
| 30D | -13.5% | -17.4% | +4.0% | -10.0% |
| 3M | -18.4% | -9.8% | -8.6% | -19.9% |
| 6M | -10.6% | +83.0% | -93.6% | -30.8% |
| YTD | -25.1% | +69.6% | -94.6% | -41.7% |
| 1Y | -28.6% | +144.9% | -173.5% | -51.7% |
| 3Y | +65.6% | +429.9% | -364.3% | -22.5% |
| All | +25.1% | +170.4% | -145.3% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling