-7.8%
BRO vs SFM
+82.1%
-89.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.3% | -10.6% | +3.3% | -6.0% |
| 30D | -6.9% | -15.5% | +8.6% | -5.0% |
| 3M | +10.7% | -17.4% | +28.1% | +13.0% |
| 6M | -2.7% | -3.4% | +0.7% | -2.7% |
| YTD | -16.3% | -8.7% | -7.6% | -16.0% |
| 1Y | -29.1% | -47.2% | +18.1% | -23.6% |
| 3Y | -7.8% | +82.7% | -90.6% | -16.3% |
| All | -7.8% | +82.1% | -89.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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