-20.3%
BROS vs SM
+70.4%
-90.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.2% | -1.1% |
| 7D | +2.5% | -21.5% | +24.0% | -0.6% |
| 30D | +15.1% | -11.4% | +26.5% | +13.5% |
| 3M | -31.4% | +0.6% | -32.0% | -30.6% |
| 6M | -22.6% | +0.2% | -22.9% | -20.8% |
| YTD | -28.1% | +69.7% | -97.8% | -28.5% |
| 1Y | -20.3% | +71.6% | -91.8% | -20.1% |
| All | -20.3% | +70.4% | -90.6% | -20.1% |
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