+150.5%
SPMO vs BRO
+17.6%
+132.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.9% | -7.3% | +6.4% | +0.4% |
| 30D | -1.9% | -6.9% | +4.9% | -0.8% |
| 3M | -1.4% | +10.7% | -12.0% | -4.8% |
| 6M | +25.5% | -2.7% | +28.2% | +25.2% |
| YTD | +24.8% | -16.3% | +41.2% | +30.3% |
| 1Y | +24.5% | -29.1% | +53.6% | +37.3% |
| 3Y | +157.1% | -7.8% | +165.0% | +150.5% |
| All | +150.5% | +17.6% | +132.9% | +111.0% |
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