-4.1%
BRO vs SPYG
+11.2%
-15.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +5.1% |
| 7D | +12.4% | -2.8% | +15.2% | +10.8% |
| 30D | +21.6% | -6.2% | +27.8% | +18.1% |
| 3M | +4.3% | -3.6% | +7.9% | +2.7% |
| 6M | +29.2% | +4.8% | +24.4% | +31.7% |
| YTD | -6.4% | +11.0% | -17.3% | -4.7% |
| All | -4.1% | +11.2% | -15.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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