+62.1%
SPG vs BRO
+294.2%
-232.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.2% | -7.3% | +6.2% | +2.6% |
| 30D | -6.1% | -6.9% | +0.7% | -3.0% |
| 3M | -3.6% | +10.7% | -14.3% | -9.3% |
| 6M | +10.4% | -2.7% | +13.1% | +10.3% |
| YTD | +14.4% | -16.3% | +30.7% | +23.1% |
| 1Y | +16.5% | -29.1% | +45.6% | +36.8% |
| 3Y | +106.8% | -7.8% | +114.6% | +101.8% |
| 5Y | +108.9% | +18.7% | +90.2% | +66.7% |
| All | +62.1% | +294.2% | -232.2% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling