-28.6%
BROS vs SN
+48.4%
-77.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -13.5% | -5.6% | -7.8% | -10.9% |
| 3M | -18.4% | +48.1% | -66.5% | -34.8% |
| 6M | -10.6% | +57.6% | -68.2% | -31.4% |
| YTD | -25.1% | +56.5% | -81.6% | -43.3% |
| 1Y | -28.6% | +52.6% | -81.2% | -44.3% |
| All | -28.6% | +48.4% | -77.1% | -44.3% |
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