-5.3%
BRO vs STLA
-53.0%
+47.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.7% | +4.4% |
| 7D | +12.4% | -0.6% | +13.1% | +12.4% |
| 30D | +21.6% | +3.6% | +18.0% | +21.6% |
| 3M | +4.3% | -20.6% | +25.0% | +4.1% |
| 6M | +29.2% | -34.3% | +63.5% | +28.2% |
| YTD | -6.4% | -57.3% | +50.9% | -7.3% |
| 1Y | -5.3% | -52.6% | +47.3% | -7.2% |
| All | -5.3% | -53.0% | +47.7% | -7.2% |
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