+2,254.2%
STM vs BRO
+11,442.6%
-9,188.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.2% |
| 7D | +1.7% | -7.6% | +9.3% | +5.1% |
| 30D | -5.2% | -6.9% | +1.7% | -2.7% |
| 3M | -29.6% | +12.8% | -42.4% | -35.0% |
| 6M | +54.4% | -5.9% | +60.2% | +52.4% |
| YTD | +99.5% | -15.9% | +115.4% | +105.0% |
| 1Y | +100.8% | -28.1% | +128.9% | +120.4% |
| 3Y | +20.2% | -7.0% | +27.2% | +13.6% |
| 5Y | +21.1% | +18.0% | +3.2% | +0.9% |
| 10Y | +664.5% | +293.9% | +370.6% | +278.2% |
| All | +2,254.2% | +11,442.6% | -9,188.4% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling