-24.5%
BRO vs SM
+36.8%
-61.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.5% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | +0.9% | +25.6% | -24.7% | 0.0% |
| 3M | +24.8% | +8.0% | +16.7% | +24.1% |
| 6M | -0.1% | +50.8% | -50.9% | -3.7% |
| YTD | -9.7% | +97.9% | -107.6% | -15.0% |
| 1Y | -24.5% | +33.8% | -58.3% | -27.1% |
| All | -24.5% | +36.8% | -61.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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