+27.0%
BROS vs SUI
-28.9%
+55.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -6.7% | -2.8% | -3.8% | -5.4% |
| 30D | -29.1% | -1.2% | -27.9% | -28.6% |
| 3M | -16.7% | -1.7% | -15.0% | -16.1% |
| 6M | -11.6% | -10.5% | -1.1% | -7.1% |
| YTD | -23.9% | -1.8% | -22.1% | -23.6% |
| 1Y | -34.8% | -4.1% | -30.7% | -33.9% |
| 3Y | +62.1% | +11.3% | +50.8% | +42.5% |
| All | +27.0% | -28.9% | +55.9% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling