+177.8%
SE vs BRO
-7.6%
+185.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.2% | -7.3% | +2.1% | -3.6% |
| 30D | -17.1% | -6.9% | -10.2% | -15.8% |
| 3M | +24.0% | +10.7% | +13.3% | +20.8% |
| 6M | +21.0% | -2.7% | +23.7% | +21.1% |
| YTD | -16.7% | -16.3% | -0.4% | -13.5% |
| 1Y | -45.9% | -29.1% | -16.8% | -40.9% |
| 3Y | +177.8% | -7.8% | +185.7% | +163.4% |
| All | +177.8% | -7.6% | +185.5% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling