-7.8%
BRO vs SPYG
+98.4%
-106.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.3% | -0.9% | -6.4% | -7.3% |
| 30D | -6.9% | -1.5% | -5.3% | -6.8% |
| 3M | +10.7% | +3.7% | +6.9% | +10.3% |
| 6M | -2.7% | +16.4% | -19.1% | -5.0% |
| YTD | -16.3% | +13.3% | -29.7% | -18.0% |
| 1Y | -29.1% | +17.9% | -47.0% | -31.3% |
| 3Y | -7.8% | +98.3% | -106.2% | -31.0% |
| All | -7.8% | +98.4% | -106.2% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling