-3.8%
BROS vs STT
+132.5%
-136.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -19.0% | +1.1% | -20.1% | -19.0% |
| 30D | -7.3% | -1.9% | -5.3% | -5.6% |
| 3M | -31.2% | -7.6% | -23.6% | -27.4% |
| 6M | -33.0% | +16.0% | -49.0% | -39.6% |
| YTD | -42.4% | +36.2% | -78.5% | -53.2% |
| 1Y | -37.7% | +46.8% | -84.5% | -51.9% |
| 3Y | +28.2% | +177.8% | -149.6% | -34.9% |
| 5Y | -43.4% | +105.8% | -149.2% | -67.4% |
| All | -3.8% | +132.5% | -136.3% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling