+171.9%
SAP vs BRO
+294.2%
-122.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.1% | -7.3% | +3.3% | -0.7% |
| 30D | +1.1% | -6.9% | +7.9% | +4.2% |
| 3M | +26.1% | +10.7% | +15.4% | +20.7% |
| 6M | +9.8% | -2.7% | +12.5% | +10.7% |
| YTD | -13.6% | -16.3% | +2.8% | -7.3% |
| 1Y | -18.7% | -29.1% | +10.4% | -6.5% |
| 3Y | +54.1% | -7.8% | +62.0% | +52.8% |
| 5Y | +54.7% | +18.7% | +36.0% | +30.4% |
| All | +171.9% | +294.2% | -122.4% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling