-0.9%
SO vs BRO
-24.4%
+23.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.5% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | -4.6% | +0.9% | -5.5% | -4.7% |
| 3M | -3.0% | +24.8% | -27.8% | -5.6% |
| 6M | -8.3% | -0.1% | -8.2% | -8.7% |
| YTD | +3.5% | -9.7% | +13.2% | +4.6% |
| 1Y | -0.9% | -24.5% | +23.6% | +3.8% |
| All | -0.9% | -24.4% | +23.5% | +3.8% |
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