+5,187.5%
SPG vs BRO
+12,656.3%
-7,468.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | -1.7% | -7.6% | +6.0% | +1.4% |
| 30D | -6.3% | -6.9% | +0.6% | -3.7% |
| 3M | -2.4% | +12.8% | -15.3% | -7.5% |
| 6M | +9.6% | -5.9% | +15.5% | +11.0% |
| YTD | +14.2% | -15.9% | +30.1% | +20.4% |
| 1Y | +19.3% | -28.1% | +47.4% | +33.6% |
| 3Y | +106.7% | -7.0% | +113.7% | +105.6% |
| 5Y | +104.2% | +18.0% | +86.2% | +81.7% |
| 10Y | +63.7% | +293.9% | -230.2% | -6.2% |
| All | +5,187.5% | +12,656.3% | -7,468.8% | +2,135.3% |
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