+15.3%
SYY vs BROS
-43.5%
+58.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.6% |
| 7D | +0.3% | +6.3% | -6.0% | -0.2% |
| 30D | -4.8% | -8.3% | +3.6% | -4.3% |
| 3M | -7.1% | -29.8% | +22.7% | -4.7% |
| 6M | +6.8% | -25.8% | +32.6% | +8.7% |
| YTD | +7.7% | -41.4% | +49.0% | +11.2% |
| 1Y | +5.7% | -35.2% | +40.8% | +8.1% |
| 3Y | +24.6% | +32.8% | -8.2% | +13.3% |
| All | +15.3% | -43.5% | +58.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling