-29.1%
BRO vs SNY
-4.5%
-24.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.3% | -3.3% | -4.0% | -6.6% |
| 30D | -6.9% | -2.2% | -4.7% | -6.3% |
| 3M | +10.7% | -3.0% | +13.7% | +11.3% |
| 6M | -2.7% | +2.7% | -5.4% | -2.3% |
| YTD | -16.3% | -6.8% | -9.5% | -16.4% |
| 1Y | -29.1% | -5.3% | -23.8% | -28.6% |
| All | -29.1% | -4.5% | -24.6% | -28.6% |
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