+32.8%
BROS vs STT
+182.6%
-149.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.6% |
| 7D | +6.3% | +4.8% | +1.5% | +3.1% |
| 30D | -8.3% | +3.9% | -12.3% | -9.9% |
| 3M | -29.8% | -8.2% | -21.6% | -25.6% |
| 6M | -25.8% | +15.6% | -41.4% | -33.4% |
| YTD | -41.4% | +37.6% | -79.0% | -53.6% |
| 1Y | -35.2% | +50.1% | -85.3% | -51.7% |
| 3Y | +32.8% | +183.1% | -150.3% | -30.9% |
| All | +32.8% | +182.6% | -149.8% | -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