+99.6%
STM vs BROS
-35.3%
+134.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.7% |
| 7D | +5.8% | -6.7% | +12.5% | +7.2% |
| 30D | -1.0% | -29.1% | +28.1% | +5.6% |
| 3M | -33.3% | -16.7% | -16.6% | -32.2% |
| 6M | +57.4% | -11.6% | +69.0% | +55.4% |
| YTD | +102.2% | -23.9% | +126.1% | +106.9% |
| 1Y | +99.6% | -34.8% | +134.4% | +81.7% |
| All | +99.6% | -35.3% | +134.9% | +81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling