+17.7%
STM vs BRO
-7.4%
+25.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | -1.1% | -8.6% | +7.5% | -3.5% |
| 30D | -7.8% | -6.9% | -0.9% | -9.5% |
| 3M | -28.2% | +10.5% | -38.7% | -26.7% |
| 6M | +52.0% | -2.8% | +54.7% | +56.0% |
| YTD | +96.4% | -16.1% | +112.5% | +103.4% |
| 1Y | +98.8% | -27.6% | +126.4% | +110.4% |
| All | +17.7% | -7.4% | +25.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling