+73.9%
BROS vs STLA
-64.4%
+138.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.4% |
| 7D | -6.7% | +2.6% | -9.3% | -7.3% |
| 30D | -29.1% | -1.2% | -27.8% | -28.9% |
| 3M | -16.7% | -24.8% | +8.1% | -11.2% |
| 6M | -11.6% | -25.6% | +14.0% | -5.9% |
| YTD | -23.9% | -48.9% | +25.0% | -11.9% |
| 1Y | -34.8% | -38.8% | +4.0% | -29.4% |
| All | +73.9% | -64.4% | +138.3% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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