+22.6%
BROS vs STT
+158.6%
-136.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.6% | +1.0% | -7.6% | -7.2% |
| 30D | -12.3% | +2.8% | -15.1% | -13.9% |
| 3M | -22.2% | +18.1% | -40.3% | -30.7% |
| 6M | -14.3% | +59.2% | -73.5% | -37.3% |
| YTD | -26.6% | +51.5% | -78.0% | -44.5% |
| 1Y | -31.5% | +75.7% | -107.2% | -53.1% |
| 3Y | +62.3% | +200.8% | -138.5% | -22.1% |
| All | +22.6% | +158.6% | -136.0% | -24.2% |
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