+19.0%
BRO vs SUI
-33.2%
+52.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -8.6% | -4.1% | -4.5% | -7.3% |
| 30D | -6.9% | -3.2% | -3.8% | -5.9% |
| 3M | +10.5% | -8.4% | +18.9% | +13.8% |
| 6M | -2.8% | -14.4% | +11.6% | +2.2% |
| YTD | -16.1% | -5.5% | -10.6% | -14.5% |
| 1Y | -27.6% | -7.3% | -20.3% | -25.8% |
| 3Y | -7.3% | +9.9% | -17.2% | -11.8% |
| 5Y | +19.0% | -31.6% | +50.6% | +51.0% |
| All | +19.0% | -33.2% | +52.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling