+1,144.6%
STX vs BROS
+41.2%
+1,103.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.0% | +6.7% |
| 7D | +10.7% | -0.9% | +11.7% | +10.9% |
| 30D | +11.3% | -13.5% | +24.7% | +13.6% |
| 3M | +3.2% | -18.4% | +21.7% | +5.2% |
| 6M | +157.0% | -10.6% | +167.6% | +157.3% |
| YTD | +229.2% | -25.1% | +254.3% | +238.4% |
| 1Y | +381.8% | -28.6% | +410.5% | +396.4% |
| 3Y | +1,383.2% | +65.6% | +1,317.6% | +1,201.7% |
| All | +1,144.6% | +41.2% | +1,103.4% | +1,004.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling