-50.2%
BROS vs SUI
-26.3%
-23.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.6% |
| 7D | -21.2% | +6.2% | -27.4% | -23.5% |
| 30D | -11.6% | +8.6% | -20.1% | -15.2% |
| 3M | -36.7% | +1.0% | -37.7% | -37.2% |
| 6M | -42.8% | -2.6% | -40.2% | -42.5% |
| YTD | -44.8% | -0.1% | -44.7% | -45.3% |
| 1Y | -36.5% | +0.5% | -37.0% | -37.3% |
| 3Y | +27.0% | +15.3% | +11.7% | +9.4% |
| All | -50.2% | -26.3% | -23.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling