+566.9%
SPMO vs BRO
+358.0%
+208.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.9% | -7.3% | +6.4% | +1.7% |
| 30D | -1.9% | -6.9% | +4.9% | +0.3% |
| 3M | -1.4% | +10.7% | -12.0% | -6.8% |
| 6M | +25.5% | -2.7% | +28.2% | +24.0% |
| YTD | +24.8% | -16.3% | +41.2% | +31.0% |
| 1Y | +24.5% | -29.1% | +53.6% | +40.1% |
| 3Y | +157.1% | -7.8% | +165.0% | +148.0% |
| 5Y | +149.5% | +18.7% | +130.8% | +104.4% |
| 10Y | +518.1% | +291.9% | +226.2% | +239.2% |
| All | +566.9% | +358.0% | +208.9% | +259.2% |
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