+348.4%
BRO vs SFM
+106.3%
+242.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -8.6% | -8.8% | +0.2% | -7.6% |
| 30D | -6.9% | -14.5% | +7.5% | -5.2% |
| 3M | +10.5% | -16.8% | +27.3% | +12.7% |
| 6M | -2.8% | -5.3% | +2.6% | -2.7% |
| YTD | -16.1% | -9.4% | -6.8% | -15.7% |
| 1Y | -27.6% | -46.2% | +18.6% | -23.0% |
| 3Y | -7.3% | +81.3% | -88.6% | -15.8% |
| 5Y | +19.0% | +211.9% | -192.9% | +0.2% |
| 10Y | +292.7% | +268.4% | +24.4% | +213.3% |
| All | +348.4% | +106.3% | +242.1% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling