-34.8%
BROS vs SM
+37.6%
-72.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.4% |
| 7D | -6.7% | +0.1% | -6.8% | -6.6% |
| 30D | -29.1% | +26.3% | -55.4% | -26.9% |
| 3M | -16.7% | +8.7% | -25.4% | -15.0% |
| 6M | -11.6% | +51.7% | -63.3% | -9.4% |
| YTD | -23.9% | +99.0% | -123.0% | -23.1% |
| 1Y | -34.8% | +34.6% | -69.4% | -36.1% |
| All | -34.8% | +37.6% | -72.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling