+443.6%
STX vs BROS
-50.1%
+493.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -28.5% | -21.2% | -7.3% | -25.2% |
| 30D | -42.9% | -11.6% | -31.4% | -41.5% |
| 3M | -45.9% | -36.7% | -9.2% | -41.5% |
| 6M | -41.3% | -42.8% | +1.5% | -36.3% |
| YTD | +67.9% | -44.8% | +112.8% | +82.6% |
| 1Y | +66.5% | -36.5% | +103.1% | +76.4% |
| 3Y | +588.0% | +27.0% | +561.0% | +520.1% |
| All | +443.6% | -50.1% | +493.7% | +443.5% |
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 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