+125.0%
SU vs BROS
+59.1%
+66.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.2% | -5.8% | +8.0% | +2.4% |
| 30D | +8.4% | -14.0% | +22.4% | +9.0% |
| 3M | +12.1% | -32.5% | +44.6% | +13.6% |
| 6M | +19.7% | -14.9% | +34.6% | +19.6% |
| YTD | +58.4% | -28.3% | +86.7% | +59.9% |
| 1Y | +67.2% | -34.0% | +101.2% | +69.5% |
| 3Y | +125.0% | +63.0% | +62.1% | +108.7% |
| All | +125.0% | +59.1% | +66.0% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling