+73.9%
BROS vs STZ
-47.2%
+121.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -6.7% | -1.9% | -4.8% | -6.3% |
| 30D | -29.1% | -1.9% | -27.2% | -28.8% |
| 3M | -16.7% | -6.2% | -10.5% | -15.6% |
| 6M | -11.6% | -14.0% | +2.4% | -9.0% |
| YTD | -23.9% | -5.1% | -18.8% | -24.2% |
| 1Y | -34.8% | -9.6% | -25.2% | -34.3% |
| All | +73.9% | -47.2% | +121.2% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling