+83.8%
SPYM vs BRO
+17.6%
+66.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -7.3% | +6.5% | +1.2% |
| 30D | -1.1% | -6.9% | +5.8% | +0.7% |
| 3M | +3.9% | +10.7% | -6.8% | +0.1% |
| 6M | +13.6% | -2.7% | +16.3% | +13.6% |
| YTD | +12.7% | -16.3% | +29.1% | +18.1% |
| 1Y | +17.6% | -29.1% | +46.7% | +30.5% |
| 3Y | +77.2% | -7.8% | +85.1% | +71.7% |
| All | +83.8% | +17.6% | +66.1% | +52.6% |
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