+90.7%
SLB vs BROS
+3.9%
+86.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -7.1% | -21.2% | +14.1% | -5.5% |
| 30D | +4.1% | -11.6% | +15.6% | +4.9% |
| 3M | -2.6% | -36.7% | +34.0% | +0.5% |
| 6M | -8.6% | -42.8% | +34.3% | -5.4% |
| YTD | +32.2% | -44.8% | +77.0% | +36.7% |
| 1Y | +40.7% | -36.5% | +77.2% | +43.5% |
| 3Y | -4.5% | +27.0% | -31.5% | -8.8% |
| 5Y | +66.4% | -50.3% | +116.7% | +58.6% |
| All | +90.7% | +3.9% | +86.8% | +89.4% |
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