+73.9%
BROS vs SN
+419.0%
-345.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.2% |
| 7D | -6.7% | -9.3% | +2.7% | -3.0% |
| 30D | -29.1% | -4.8% | -24.3% | -27.7% |
| 3M | -16.7% | +40.4% | -57.1% | -27.5% |
| 6M | -11.6% | +50.9% | -62.6% | -25.4% |
| YTD | -23.9% | +54.9% | -78.9% | -36.6% |
| 1Y | -34.8% | +43.0% | -77.8% | -44.4% |
| All | +73.9% | +419.0% | -345.1% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling