+366.2%
STX vs BROS
-30.1%
+396.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.8% |
| 7D | +9.6% | -6.6% | +16.2% | +10.3% |
| 30D | +10.6% | -12.3% | +22.9% | +12.1% |
| 3M | +4.8% | -22.2% | +27.0% | +5.3% |
| 6M | +137.3% | -14.3% | +151.5% | +132.2% |
| YTD | +222.5% | -26.6% | +249.0% | +218.9% |
| 1Y | +366.2% | -31.5% | +397.7% | +366.1% |
| All | +366.2% | -30.1% | +396.3% | +366.1% |
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