-20.3%
BROS vs SN
+156.5%
-176.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -1.2% |
| 7D | +2.5% | +10.6% | -8.2% | -2.9% |
| 30D | +15.1% | +20.0% | -4.9% | +4.3% |
| 3M | -31.4% | +30.4% | -61.7% | -40.8% |
| 6M | -22.6% | +91.0% | -113.6% | -46.4% |
| YTD | -28.1% | +95.9% | -124.1% | -52.4% |
| 1Y | -20.3% | +158.9% | -179.1% | -55.2% |
| All | -20.3% | +156.5% | -176.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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