+185.2%
SITM vs BRO
+17.6%
+167.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.8% | +5.6% |
| 7D | +3.9% | -7.3% | +11.2% | +5.5% |
| 30D | -6.6% | -6.9% | +0.3% | -5.5% |
| 3M | -11.9% | +10.7% | -22.5% | -17.0% |
| 6M | +81.1% | -2.7% | +83.8% | +78.4% |
| YTD | +80.0% | -16.3% | +96.3% | +87.2% |
| 1Y | +145.8% | -29.1% | +174.9% | +177.1% |
| 3Y | +475.9% | -7.8% | +483.7% | +391.3% |
| All | +185.2% | +17.6% | +167.6% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling