+742.0%
BRO vs STLA
+246.1%
+495.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.2% |
| 7D | -7.6% | +0.4% | -8.0% | -7.7% |
| 30D | -6.9% | -5.2% | -1.7% | -6.3% |
| 3M | +12.8% | -24.9% | +37.7% | +16.4% |
| 6M | -5.9% | -25.2% | +19.3% | -3.1% |
| YTD | -15.9% | -51.4% | +35.5% | -9.3% |
| 1Y | -28.1% | -40.7% | +12.6% | -25.0% |
| 3Y | -7.0% | -66.3% | +59.3% | +2.4% |
| 5Y | +18.0% | -63.2% | +81.2% | +26.2% |
| 10Y | +293.9% | +48.7% | +245.2% | +257.0% |
| All | +742.0% | +246.1% | +495.8% | +658.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling