+70.7%
SO vs BROS
+7.7%
+62.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +0.8% | -20.4% | +21.2% | +1.0% |
| 30D | +7.8% | -6.1% | +13.9% | +7.8% |
| 3M | +2.9% | -29.4% | +32.3% | +3.2% |
| 6M | +2.5% | -31.5% | +34.0% | +2.7% |
| YTD | +10.3% | -42.8% | +53.1% | +10.7% |
| 1Y | +6.4% | -37.5% | +43.9% | +6.7% |
| 3Y | +52.8% | +27.2% | +25.6% | +49.3% |
| 5Y | +78.7% | -47.0% | +125.6% | +73.8% |
| All | +70.7% | +7.7% | +62.9% | +66.0% |
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