-3.5%
BRO vs SARO
-6.5%
+3.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +9.9% | +6.3% | +3.6% | +9.7% |
| 30D | +22.3% | +20.8% | +1.5% | +21.7% |
| 3M | +5.3% | -18.4% | +23.8% | +3.6% |
| 6M | +30.3% | +0.8% | +29.5% | +29.0% |
| YTD | -5.7% | -11.8% | +6.1% | -6.1% |
| 1Y | -3.5% | -7.3% | +3.8% | -3.4% |
| All | -3.5% | -6.5% | +3.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling