-37.7%
BROS vs STZ
+17.1%
-54.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -19.0% | +5.3% | -24.4% | -19.6% |
| 30D | -7.3% | +19.6% | -26.8% | -9.6% |
| 3M | -31.2% | +10.0% | -41.2% | -32.2% |
| 6M | -33.0% | -0.3% | -32.8% | -33.6% |
| YTD | -42.4% | +8.6% | -50.9% | -44.0% |
| 1Y | -37.7% | +16.6% | -54.3% | -40.9% |
| All | -37.7% | +17.1% | -54.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling