-77.1%
SE vs BROS
-47.0%
-30.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.7% | +0.9% |
| 7D | +3.3% | -17.9% | +21.2% | +9.0% |
| 30D | -18.2% | -5.4% | -12.8% | -17.6% |
| 3M | -31.3% | -32.1% | +0.8% | -23.7% |
| 6M | -10.1% | -31.7% | +21.6% | -1.9% |
| YTD | -38.9% | -41.2% | +2.3% | -30.9% |
| 1Y | -48.0% | -32.6% | -15.4% | -44.1% |
| 3Y | +78.8% | +32.7% | +46.1% | +29.4% |
| 5Y | -77.1% | -44.2% | -32.9% | -76.9% |
| All | -77.1% | -47.0% | -30.1% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling