-7.8%
BRO vs SBAC
-9.4%
+1.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -7.3% | -2.1% | -5.2% | -7.0% |
| 30D | -6.9% | +2.0% | -8.9% | -7.2% |
| 3M | +10.7% | -8.3% | +19.0% | +12.1% |
| 6M | -2.7% | +0.3% | -3.0% | -3.3% |
| YTD | -16.3% | -2.2% | -14.1% | -16.6% |
| 1Y | -29.1% | -4.6% | -24.5% | -29.1% |
| 3Y | -7.8% | -8.3% | +0.5% | -8.6% |
| All | -7.8% | -9.4% | +1.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling