+2,169.0%
SAP vs BRO
+9,011.3%
-6,842.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | -0.3% | -7.6% | +7.4% | +2.9% |
| 30D | +0.3% | -6.9% | +7.1% | +3.0% |
| 3M | +16.9% | +12.8% | +4.1% | +11.6% |
| 6M | +6.3% | -5.9% | +12.2% | +8.6% |
| YTD | -12.4% | -15.9% | +3.5% | -7.0% |
| 1Y | -21.6% | -28.1% | +6.5% | -11.9% |
| 3Y | +54.8% | -7.0% | +61.8% | +55.0% |
| 5Y | +56.2% | +18.0% | +38.2% | +39.9% |
| 10Y | +179.0% | +293.9% | -114.9% | +56.7% |
| All | +2,169.0% | +9,011.3% | -6,842.3% | +603.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling