+655.9%
STM vs BRO
+294.2%
+361.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.4% | -7.3% | +5.9% | +1.8% |
| 30D | -4.9% | -6.9% | +1.9% | -2.4% |
| 3M | -34.0% | +10.7% | -44.7% | -39.1% |
| 6M | +51.8% | -2.7% | +54.5% | +47.8% |
| YTD | +99.4% | -16.3% | +115.7% | +108.7% |
| 1Y | +99.1% | -29.1% | +128.2% | +128.9% |
| 3Y | +19.5% | -7.8% | +27.3% | +8.1% |
| 5Y | +19.5% | +18.7% | +0.8% | -14.9% |
| All | +655.9% | +294.2% | +361.6% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling