-34.0%
BROS vs SNY
-4.5%
-29.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -3.3% | -2.4% | -4.8% |
| 30D | -14.0% | -2.2% | -11.8% | -13.4% |
| 3M | -32.5% | -3.0% | -29.5% | -32.0% |
| 6M | -14.9% | +2.7% | -17.6% | -15.9% |
| YTD | -28.3% | -6.8% | -21.4% | -26.8% |
| 1Y | -34.0% | -5.3% | -28.7% | -33.3% |
| All | -34.0% | -4.5% | -29.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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