+28.2%
BROS vs SM
-12.9%
+41.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | -19.0% | -19.5% | +0.5% | -17.5% |
| 30D | -7.3% | -20.2% | +13.0% | -5.5% |
| 3M | -31.2% | -6.5% | -24.7% | -31.2% |
| 6M | -33.0% | +1.6% | -34.6% | -34.2% |
| YTD | -42.4% | +61.2% | -103.6% | -49.4% |
| 1Y | -37.7% | +65.4% | -103.1% | -45.8% |
| 3Y | +28.2% | -13.0% | +41.2% | +10.3% |
| All | +28.2% | -12.9% | +41.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling