+14,239.3%
BRO vs SPY
+3,067.3%
+11,172.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -7.3% | -0.8% | -6.6% | -6.9% |
| 30D | -6.9% | -1.1% | -5.8% | -6.2% |
| 3M | +10.7% | +3.9% | +6.8% | +7.6% |
| 6M | -2.7% | +13.6% | -16.3% | -11.0% |
| YTD | -16.3% | +12.7% | -29.0% | -23.2% |
| 1Y | -29.1% | +17.5% | -46.6% | -36.8% |
| 3Y | -7.8% | +76.9% | -84.7% | -37.9% |
| 5Y | +18.7% | +83.6% | -64.8% | -21.7% |
| 10Y | +291.9% | +320.7% | -28.8% | +56.0% |
| All | +14,239.3% | +3,067.3% | +11,172.0% | +2,938.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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