+309.7%
SN vs BRO
-3.3%
+312.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.8% |
| 7D | -3.4% | -7.6% | +4.3% | -1.8% |
| 30D | -9.1% | -6.9% | -2.2% | -7.8% |
| 3M | +31.8% | +12.8% | +19.0% | +27.8% |
| 6M | +52.0% | -5.9% | +57.9% | +52.8% |
| YTD | +51.3% | -15.9% | +67.2% | +55.9% |
| 1Y | +46.9% | -28.1% | +75.0% | +58.2% |
| 3Y | +394.9% | -7.0% | +401.9% | +406.7% |
| All | +309.7% | -3.3% | +312.9% | +318.3% |
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