+553.4%
SE vs BRO
+189.4%
+364.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.2% | -7.3% | +2.1% | -0.8% |
| 30D | -17.1% | -6.9% | -10.2% | -13.6% |
| 3M | +24.0% | +10.7% | +13.3% | +15.0% |
| 6M | +21.0% | -2.7% | +23.7% | +20.6% |
| YTD | -16.7% | -16.3% | -0.4% | -9.1% |
| 1Y | -45.9% | -29.1% | -16.8% | -34.5% |
| 3Y | +177.8% | -7.8% | +185.7% | +163.8% |
| 5Y | -67.4% | +18.7% | -86.1% | -74.5% |
| All | +553.4% | +189.4% | +364.0% | +154.9% |
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