+22.6%
BROS vs SM
+98.0%
-75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -12.3% | +20.3% | -32.6% | -15.8% |
| 3M | -22.2% | +22.9% | -45.1% | -26.4% |
| 6M | -14.3% | +47.8% | -62.1% | -24.1% |
| YTD | -26.6% | +107.5% | -134.0% | -41.0% |
| 1Y | -31.5% | +51.7% | -83.2% | -40.7% |
| 3Y | +62.3% | -0.9% | +63.1% | +47.7% |
| All | +22.6% | +98.0% | -75.4% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling