-7.7%
STM vs BROS
+3.9%
-11.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +4.9% |
| 7D | -10.7% | -21.2% | +10.5% | -6.6% |
| 30D | -25.7% | -11.6% | -14.2% | -24.1% |
| 3M | -21.6% | -36.7% | +15.1% | -14.8% |
| 6M | -27.8% | -42.8% | +15.0% | -20.9% |
| YTD | +61.8% | -44.8% | +106.6% | +77.5% |
| 1Y | +78.1% | -36.5% | +114.6% | +90.0% |
| 3Y | +4.9% | +27.0% | -22.1% | -4.6% |
| 5Y | -14.3% | -50.3% | +36.1% | -17.3% |
| All | -7.7% | +3.9% | -11.7% | -12.5% |
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