+51.6%
SW vs BROS
+63.7%
-12.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.1% | +3.9% |
| 7D | +12.1% | +2.5% | +9.6% | +11.5% |
| 30D | +6.6% | +15.1% | -8.5% | +3.2% |
| 3M | -6.0% | -31.4% | +25.4% | +1.3% |
| 6M | +21.5% | -22.6% | +44.1% | +26.8% |
| YTD | +20.3% | -28.1% | +48.5% | +26.6% |
| 1Y | +28.1% | -20.3% | +48.4% | +31.5% |
| All | +51.6% | +63.7% | -12.2% | +36.8% |
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