+821.2%
SPYM vs BRO
+482.0%
+339.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -7.3% | +6.5% | +2.2% |
| 30D | -1.1% | -6.9% | +5.8% | +1.5% |
| 3M | +3.9% | +10.7% | -6.8% | -1.3% |
| 6M | +13.6% | -2.7% | +16.3% | +13.0% |
| YTD | +12.7% | -16.3% | +29.1% | +18.7% |
| 1Y | +17.6% | -29.1% | +46.7% | +32.0% |
| 3Y | +77.2% | -7.8% | +85.1% | +74.0% |
| 5Y | +84.1% | +18.7% | +65.4% | +58.8% |
| 10Y | +323.8% | +291.9% | +32.0% | +125.6% |
| All | +821.2% | +482.0% | +339.2% | +270.5% |
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