+1,068.8%
STX vs BROS
+43.3%
+1,025.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.2% |
| 7D | +2.4% | -6.7% | +9.0% | +3.4% |
| 30D | +1.4% | -29.1% | +30.5% | +6.4% |
| 3M | -8.2% | -16.7% | +8.5% | -6.7% |
| 6M | +127.0% | -11.6% | +138.6% | +127.8% |
| YTD | +209.1% | -23.9% | +233.1% | +217.1% |
| 1Y | +365.4% | -34.8% | +400.2% | +386.3% |
| 3Y | +1,135.4% | +62.1% | +1,073.3% | +988.3% |
| All | +1,068.8% | +43.3% | +1,025.4% | +935.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling