-37.7%
BROS vs SN
+140.3%
-178.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -19.0% | +7.6% | -26.6% | -22.1% |
| 30D | -7.3% | +22.4% | -29.7% | -17.0% |
| 3M | -31.2% | +21.7% | -52.9% | -38.5% |
| 6M | -33.0% | +102.8% | -135.9% | -56.0% |
| YTD | -42.4% | +102.4% | -144.8% | -63.5% |
| 1Y | -37.7% | +139.0% | -176.7% | -65.5% |
| All | -37.7% | +140.3% | -178.1% | -65.5% |
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