-24.5%
BRO vs STLA
-38.0%
+13.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.5% |
| 7D | -2.6% | +2.6% | -5.2% | -2.5% |
| 30D | +0.9% | -1.2% | +2.1% | +0.7% |
| 3M | +24.8% | -24.8% | +49.5% | +23.5% |
| 6M | -0.1% | -25.6% | +25.5% | -1.0% |
| YTD | -9.7% | -48.9% | +39.2% | -11.6% |
| 1Y | -24.5% | -38.8% | +14.3% | -26.8% |
| All | -24.5% | -38.0% | +13.5% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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