-1.5%
STM vs BROS
+10.8%
-12.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.6% | +0.1% | +5.5% |
| 7D | -5.6% | -17.9% | +12.3% | -1.9% |
| 30D | -14.4% | -5.4% | -9.1% | -13.6% |
| 3M | -20.5% | -32.1% | +11.6% | -14.7% |
| 6M | -24.5% | -31.7% | +7.2% | -20.1% |
| YTD | +72.7% | -41.2% | +113.9% | +87.2% |
| 1Y | +91.0% | -32.6% | +123.6% | +101.4% |
| 3Y | +13.5% | +32.7% | -19.2% | +2.4% |
| 5Y | -9.2% | -44.2% | +35.0% | -13.4% |
| All | -1.5% | +10.8% | -12.3% | -7.7% |
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 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