+32.7%
BROS vs STT
+177.3%
-144.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.2% | +3.4% | +4.5% |
| 7D | -17.9% | +0.9% | -18.8% | -17.7% |
| 30D | -5.4% | -2.3% | -3.0% | -3.3% |
| 3M | -32.1% | -7.5% | -24.6% | -28.3% |
| 6M | -31.7% | +14.9% | -46.6% | -38.4% |
| YTD | -41.2% | +34.9% | -76.1% | -52.8% |
| 1Y | -32.6% | +47.1% | -79.7% | -49.1% |
| 3Y | +32.7% | +179.6% | -146.9% | -30.9% |
| All | +32.7% | +177.3% | -144.6% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling