+96.5%
STM vs BRO
-3.8%
+100.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.2% | -10.2% | -2.4% |
| 7D | -6.0% | +12.2% | -18.2% | +4.0% |
| 30D | -20.9% | +21.3% | -42.2% | -5.5% |
| 3M | -15.8% | +4.1% | -19.8% | -10.5% |
| 6M | -17.0% | +28.9% | -45.9% | +6.4% |
| YTD | +76.8% | -6.6% | +83.4% | +100.1% |
| 1Y | +96.5% | -5.6% | +102.0% | +124.3% |
| All | +96.5% | -3.8% | +100.3% | +124.3% |
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 · 6 months rolling