+27.0%
BROS vs STT
+161.8%
-134.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -6.7% | +0.5% | -7.2% | -7.0% |
| 30D | -29.1% | +3.9% | -32.9% | -30.7% |
| 3M | -16.7% | +20.0% | -36.7% | -26.5% |
| 6M | -11.6% | +55.3% | -66.9% | -34.2% |
| YTD | -23.9% | +53.3% | -77.3% | -43.0% |
| 1Y | -34.8% | +74.7% | -109.5% | -55.1% |
| 3Y | +62.1% | +205.8% | -143.8% | -22.9% |
| All | +27.0% | +161.8% | -134.8% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling