-3.5%
BRO vs SNY
+1.8%
-5.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.2% |
| 7D | +9.9% | +8.8% | +1.2% | +6.3% |
| 30D | +22.3% | +18.6% | +3.7% | +14.7% |
| 3M | +5.3% | +9.7% | -4.3% | +1.5% |
| 6M | +30.3% | +8.2% | +22.2% | +25.8% |
| YTD | -5.7% | +2.2% | -7.9% | -9.1% |
| 1Y | -3.5% | +1.0% | -4.5% | -6.6% |
| All | -3.5% | +1.8% | -5.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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