+18.3%
STM vs BRO
+17.6%
+0.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -1.4% | -7.3% | +5.9% | -0.5% |
| 30D | -4.9% | -6.9% | +1.9% | -4.3% |
| 3M | -34.0% | +10.7% | -44.7% | -36.2% |
| 6M | +51.8% | -2.7% | +54.5% | +51.6% |
| YTD | +99.4% | -16.3% | +115.7% | +108.3% |
| 1Y | +99.1% | -29.1% | +128.2% | +121.7% |
| 3Y | +19.5% | -7.8% | +27.3% | +11.1% |
| All | +18.3% | +17.6% | +0.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling