+8.7%
BROS vs SN
+650.0%
-641.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.6% |
| 7D | -2.5% | +1.4% | -3.9% | -2.9% |
| 30D | -11.2% | +16.6% | -27.8% | -15.9% |
| 3M | -33.9% | +18.3% | -52.2% | -37.9% |
| 6M | -33.5% | +103.1% | -136.5% | -48.4% |
| YTD | -44.9% | +96.7% | -141.7% | -56.9% |
| 1Y | -41.5% | +134.3% | -175.8% | -56.7% |
| 3Y | +22.4% | +425.2% | -402.8% | -15.3% |
| All | +8.7% | +650.0% | -641.3% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling