+15.8%
BROS vs SN
+671.3%
-655.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +5.5% |
| 7D | +6.3% | +1.5% | +4.8% | +5.8% |
| 30D | -8.3% | +21.5% | -29.9% | -14.4% |
| 3M | -29.8% | +20.0% | -49.8% | -34.3% |
| 6M | -25.8% | +119.9% | -145.8% | -44.0% |
| YTD | -41.4% | +102.3% | -143.7% | -54.6% |
| 1Y | -35.2% | +148.0% | -183.2% | -52.9% |
| 3Y | +32.8% | +450.0% | -417.2% | -9.1% |
| All | +15.8% | +671.3% | -655.5% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling