+44.4%
SITM vs BRO
-3.6%
+48.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.5% | -13.8% | -4.8% |
| 7D | -19.5% | +12.4% | -32.0% | -8.7% |
| 30D | -43.2% | +21.6% | -64.8% | -29.6% |
| 3M | -30.8% | +4.3% | -35.2% | -24.5% |
| 6M | -28.6% | +29.2% | -57.8% | -7.1% |
| YTD | +14.2% | -6.4% | +20.5% | +13.6% |
| 1Y | +44.4% | -5.3% | +49.7% | +49.2% |
| All | +44.4% | -3.6% | +48.0% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling