+57.8%
SO vs BRO
+17.6%
+40.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.1% | -7.3% | +6.3% | +0.5% |
| 30D | -5.0% | -6.9% | +1.8% | -3.6% |
| 3M | -5.8% | +10.7% | -16.4% | -8.2% |
| 6M | -7.9% | -2.7% | -5.2% | -7.9% |
| YTD | +2.4% | -16.3% | +18.7% | +6.0% |
| 1Y | -2.3% | -29.1% | +26.8% | +5.3% |
| 3Y | +41.9% | -7.8% | +49.7% | +42.6% |
| All | +57.8% | +17.6% | +40.1% | +47.3% |
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 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