+97.4%
STM vs BROS
-30.1%
+127.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +5.2% | -0.9% | +6.1% | +5.4% |
| 30D | -7.4% | -13.5% | +6.1% | -4.6% |
| 3M | -30.6% | -18.4% | -12.2% | -29.3% |
| 6M | +66.4% | -10.6% | +77.0% | +63.1% |
| YTD | +101.1% | -25.1% | +126.2% | +107.1% |
| 1Y | +97.4% | -28.6% | +126.0% | +82.2% |
| All | +97.4% | -30.1% | +127.5% | +82.2% |
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