+92.4%
SLB vs BROS
+10.8%
+81.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | +0.4% |
| 7D | -3.7% | -17.9% | +14.2% | -2.4% |
| 30D | +2.9% | -5.4% | +8.3% | +3.1% |
| 3M | +0.2% | -32.1% | +32.3% | +2.9% |
| 6M | -4.4% | -31.7% | +27.2% | -2.6% |
| YTD | +33.4% | -41.2% | +74.6% | +37.2% |
| 1Y | +40.8% | -32.6% | +73.4% | +43.0% |
| 3Y | +3.2% | +32.7% | -29.5% | -1.8% |
| 5Y | +64.8% | -44.2% | +109.0% | +56.6% |
| All | +92.4% | +10.8% | +81.6% | +90.1% |
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