+5.2%
SSPC vs BRO
+25.1%
-19.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.5% | +3.4% | +4.7% |
| 7D | +11.8% | +12.4% | -0.6% | +3.7% |
| 30D | +44.8% | +21.6% | +23.2% | +32.7% |
| 3M | -40.7% | +4.3% | -45.0% | -43.0% |
| All | +5.2% | +25.1% | -19.9% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling