+23.2%
SYY vs BROS
+33.7%
-10.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | +1.5% | -6.1% | +7.6% | +2.0% |
| 30D | -2.3% | -12.4% | +10.1% | -1.5% |
| 3M | +5.5% | -27.9% | +33.4% | +7.6% |
| 6M | -1.0% | -16.8% | +15.8% | -0.2% |
| YTD | +14.1% | -29.0% | +43.2% | +16.1% |
| 1Y | +5.6% | -33.2% | +38.8% | +7.7% |
| 3Y | +27.9% | +56.8% | -28.9% | +17.4% |
| All | +23.2% | +33.7% | -10.5% | +15.3% |
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