+158.9%
SN vs BRO
-3.8%
+162.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | -0.1% | +3.5% |
| 7D | +10.6% | +12.2% | -1.5% | +9.0% |
| 30D | +20.0% | +21.3% | -1.3% | +17.3% |
| 3M | +30.4% | +4.1% | +26.3% | +29.5% |
| 6M | +91.0% | +28.9% | +62.1% | +85.9% |
| YTD | +95.9% | -6.6% | +102.5% | +86.7% |
| 1Y | +158.9% | -5.6% | +164.4% | +148.9% |
| All | +158.9% | -3.8% | +162.7% | +148.9% |
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 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