+93.6%
STX vs BROS
-40.8%
+134.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.4% |
| 7D | +16.8% | -2.5% | +19.3% | +17.5% |
| 30D | -27.0% | -11.2% | -15.8% | -23.9% |
| 3M | -37.9% | -33.9% | -3.9% | -32.6% |
| 6M | -32.5% | -33.5% | +1.0% | -30.6% |
| YTD | +98.6% | -44.9% | +143.5% | +112.0% |
| 1Y | +93.6% | -41.5% | +135.1% | +107.1% |
| All | +93.6% | -40.8% | +134.4% | +107.1% |
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