+25.1%
BROS vs SM
+96.8%
-71.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.2% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | -13.5% | +31.5% | -45.0% | -18.6% |
| 3M | -18.4% | +17.3% | -35.8% | -22.0% |
| 6M | -10.6% | +48.5% | -59.1% | -20.9% |
| YTD | -25.1% | +106.3% | -131.3% | -39.7% |
| 1Y | -28.6% | +47.3% | -75.9% | -37.7% |
| 3Y | +65.6% | -1.4% | +67.0% | +51.0% |
| All | +25.1% | +96.8% | -71.7% | +34.8% |
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