+49.3%
SW vs BROS
+28.7%
+20.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.4% | +19.9% | +2.9% |
| 7D | +4.7% | -21.4% | +26.1% | +9.4% |
| 30D | +5.0% | -11.5% | +16.5% | +6.8% |
| 3M | -7.3% | -47.4% | +40.0% | +4.9% |
| 6M | +15.0% | -39.5% | +54.5% | +25.6% |
| YTD | +18.5% | -43.5% | +62.0% | +30.3% |
| 1Y | +27.1% | -37.8% | +64.9% | +36.6% |
| All | +49.3% | +28.7% | +20.6% | +40.8% |
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