-34.8%
BROS vs STT
+75.3%
-110.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -6.7% | +0.5% | -7.2% | -6.9% |
| 30D | -29.1% | +3.9% | -32.9% | -30.6% |
| 3M | -16.7% | +20.0% | -36.7% | -26.8% |
| 6M | -11.6% | +55.3% | -66.9% | -37.4% |
| YTD | -23.9% | +53.3% | -77.3% | -46.1% |
| 1Y | -34.8% | +74.7% | -109.5% | -60.1% |
| All | -34.8% | +75.3% | -110.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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