-66.8%
SE vs BROS
+43.3%
-110.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -6.1% | -6.7% | +0.6% | -4.4% |
| 30D | -2.5% | -29.1% | +26.6% | +6.3% |
| 3M | +21.7% | -16.7% | +38.4% | +26.2% |
| 6M | +27.0% | -11.6% | +38.6% | +28.7% |
| YTD | -12.1% | -23.9% | +11.8% | -7.7% |
| 1Y | -40.9% | -34.8% | -6.1% | -35.8% |
| 3Y | +191.0% | +62.1% | +128.9% | +117.1% |
| All | -66.8% | +43.3% | -110.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling