+318.6%
SU vs BROS
+41.2%
+277.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -1.0% | -0.9% | 0.0% | -0.9% |
| 30D | +13.7% | -13.5% | +27.1% | +14.6% |
| 3M | +8.0% | -18.4% | +26.5% | +9.0% |
| 6M | +21.0% | -10.6% | +31.6% | +20.9% |
| YTD | +56.2% | -25.1% | +81.3% | +57.9% |
| 1Y | +72.2% | -28.6% | +100.8% | +74.3% |
| 3Y | +118.1% | +65.6% | +52.5% | +103.3% |
| All | +318.6% | +41.2% | +277.5% | +312.7% |
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 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