-77.3%
SE vs BROS
+8.6%
-85.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.9% |
| 7D | 0.0% | -19.0% | +19.1% | +5.3% |
| 30D | -19.4% | -7.3% | -12.1% | -18.4% |
| 3M | -33.1% | -31.2% | -1.9% | -26.8% |
| 6M | -11.4% | -33.0% | +21.6% | -3.7% |
| YTD | -39.8% | -42.4% | +2.6% | -32.4% |
| 1Y | -50.5% | -37.7% | -12.7% | -45.9% |
| 3Y | +68.9% | +28.2% | +40.7% | +33.0% |
| 5Y | -77.1% | -43.4% | -33.7% | -78.8% |
| All | -77.3% | +8.6% | -85.8% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling