-43.4%
BROS vs SM
-10.9%
-32.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -19.0% | -19.5% | +0.5% | -15.5% |
| 30D | -7.3% | -20.2% | +13.0% | -3.3% |
| 3M | -31.2% | -6.5% | -24.7% | -31.0% |
| 6M | -33.0% | +1.6% | -34.6% | -35.1% |
| YTD | -42.4% | +61.2% | -103.6% | -51.9% |
| 1Y | -37.7% | +65.4% | -103.1% | -48.6% |
| 3Y | +28.2% | -13.0% | +41.2% | +17.4% |
| 5Y | -43.4% | -4.3% | -39.1% | -52.6% |
| All | -43.4% | -10.9% | -32.4% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling