+13,054.8%
SPGI vs BRO
+25,667.1%
-12,612.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.0% |
| 7D | -3.1% | -7.6% | +4.6% | -1.2% |
| 30D | +2.0% | -6.9% | +8.9% | +3.9% |
| 3M | +4.3% | +12.8% | -8.5% | +1.2% |
| 6M | -0.2% | -5.9% | +5.6% | +1.1% |
| YTD | -14.8% | -15.9% | +1.1% | -11.5% |
| 1Y | -18.5% | -28.1% | +9.6% | -12.2% |
| 3Y | +16.0% | -7.0% | +23.0% | +16.9% |
| 5Y | +2.2% | +18.0% | -15.8% | -2.9% |
| 10Y | +296.4% | +293.9% | +2.5% | +198.8% |
| All | +13,054.8% | +25,667.1% | -12,612.3% | +8,445.3% |
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