+25,535.5%
BRO vs SAN
+2,120.9%
+23,414.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.6% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -6.9% | +0.9% | -7.8% | -7.0% |
| 3M | +10.7% | +19.1% | -8.4% | +6.7% |
| 6M | -2.7% | +33.2% | -35.9% | -8.7% |
| YTD | -16.3% | +29.1% | -45.4% | -21.4% |
| 1Y | -29.1% | +50.2% | -79.3% | -35.5% |
| 3Y | -7.8% | +351.0% | -358.9% | -34.0% |
| 5Y | +18.7% | +394.7% | -375.9% | -18.4% |
| 10Y | +291.9% | +345.3% | -53.4% | +162.0% |
| All | +25,535.5% | +2,120.9% | +23,414.5% | +13,859.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 all: compounded portfolio wealth divided by compounded SAN 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…
all analysis · Full analysis span regression · 6 months rolling