+27.0%
BROS vs SN
+397.9%
-371.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.5% |
| 7D | -21.2% | +7.2% | -28.4% | -23.5% |
| 30D | -11.6% | +20.4% | -31.9% | -18.3% |
| 3M | -36.7% | +23.9% | -60.6% | -42.5% |
| 6M | -42.8% | +93.0% | -135.9% | -57.1% |
| YTD | -44.8% | +99.2% | -144.1% | -59.4% |
| 1Y | -36.5% | +142.6% | -179.1% | -56.8% |
| 3Y | +27.0% | +398.8% | -371.8% | -20.9% |
| All | +27.0% | +397.9% | -371.0% | -20.9% |
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