+18.4%
BROS vs SNY
+9.6%
+8.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -6.1% | -3.6% | -2.4% | -5.4% |
| 30D | -12.4% | -1.9% | -10.4% | -12.1% |
| 3M | -27.9% | -2.0% | -26.0% | -27.7% |
| 6M | -16.8% | +2.5% | -19.3% | -17.3% |
| YTD | -29.0% | -7.0% | -22.1% | -28.3% |
| 1Y | -33.2% | -4.4% | -28.8% | -32.8% |
| 3Y | +56.8% | -8.4% | +65.2% | +55.7% |
| All | +18.4% | +9.6% | +8.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling