+13,847.0%
BRO vs SM
+1,689.9%
+12,157.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -8.6% | +2.1% | -10.7% | -8.8% |
| 30D | -6.9% | +18.1% | -25.1% | -8.2% |
| 3M | +10.5% | +17.0% | -6.5% | +8.8% |
| 6M | -2.8% | +55.4% | -58.2% | -6.7% |
| YTD | -16.1% | +108.6% | -124.7% | -21.6% |
| 1Y | -27.6% | +45.7% | -73.3% | -30.5% |
| 3Y | -7.3% | -0.3% | -7.0% | -9.9% |
| 5Y | +19.0% | +113.0% | -94.1% | +6.4% |
| 10Y | +292.7% | +21.0% | +271.8% | +206.6% |
| All | +13,847.0% | +1,689.9% | +12,157.1% | +8,970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling