+627.6%
STX vs BROS
+10.5%
+617.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.5% | -9.6% | -4.2% |
| 7D | +14.6% | +6.3% | +8.3% | +13.4% |
| 30D | -26.0% | -8.3% | -17.6% | -24.7% |
| 3M | -42.6% | -29.8% | -12.8% | -39.4% |
| 6M | -35.3% | -25.8% | -9.4% | -33.2% |
| YTD | +92.5% | -41.4% | +133.8% | +105.7% |
| 1Y | +102.4% | -35.2% | +137.6% | +112.4% |
| 3Y | +673.8% | +32.8% | +641.1% | +604.4% |
| 5Y | +463.1% | -42.2% | +505.2% | +439.8% |
| All | +627.6% | +10.5% | +617.1% | +571.4% |
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