+24.5%
SYY vs BROS
+35.1%
-10.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +3.9% | -5.8% | +9.7% | +4.4% |
| 30D | -1.7% | -14.0% | +12.2% | -0.7% |
| 3M | +5.2% | -32.5% | +37.7% | +7.8% |
| 6M | -0.2% | -14.9% | +14.7% | +0.4% |
| YTD | +15.4% | -28.3% | +43.7% | +17.3% |
| 1Y | +5.6% | -34.0% | +39.6% | +7.8% |
| 3Y | +28.9% | +63.0% | -34.1% | +17.9% |
| All | +24.5% | +35.1% | -10.5% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling