-7.8%
BRO vs STLA
-66.1%
+58.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.3% |
| 7D | -7.3% | -2.9% | -4.4% | -7.3% |
| 30D | -6.9% | +0.9% | -7.8% | -6.9% |
| 3M | +10.7% | -21.6% | +32.3% | +11.1% |
| 6M | -2.7% | -21.6% | +18.9% | -2.4% |
| YTD | -16.3% | -50.4% | +34.1% | -15.0% |
| 1Y | -29.1% | -43.6% | +14.5% | -28.6% |
| 3Y | -7.8% | -66.4% | +58.6% | -6.1% |
| All | -7.8% | -66.1% | +58.3% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling