+60.2%
SO vs BROS
+43.3%
+16.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -0.2% | -6.7% | +6.5% | -0.1% |
| 30D | -4.6% | -29.1% | +24.5% | -4.3% |
| 3M | -3.0% | -16.7% | +13.7% | -2.9% |
| 6M | -8.3% | -11.6% | +3.4% | -8.2% |
| YTD | +3.5% | -23.9% | +27.4% | +3.7% |
| 1Y | -0.9% | -34.8% | +33.9% | -0.6% |
| 3Y | +45.4% | +62.1% | -16.7% | +41.8% |
| All | +60.2% | +43.3% | +16.9% | +55.6% |
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