-29.1%
BRO vs SM
+48.5%
-77.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.3% | +4.6% | -11.9% | -7.4% |
| 30D | -6.9% | +18.2% | -25.1% | -7.4% |
| 3M | +10.7% | +22.5% | -11.9% | +9.5% |
| 6M | -2.7% | +50.6% | -53.3% | -6.1% |
| YTD | -16.3% | +108.1% | -124.4% | -21.5% |
| 1Y | -29.1% | +46.0% | -75.1% | -31.4% |
| All | -29.1% | +48.5% | -77.6% | -31.4% |
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