+264.3%
STT vs BRO
+294.2%
-30.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.4% | -7.3% | +6.9% | +3.6% |
| 30D | +1.7% | -6.9% | +8.6% | +5.3% |
| 3M | +17.9% | +10.7% | +7.2% | +9.3% |
| 6M | +55.3% | -2.7% | +58.0% | +53.8% |
| YTD | +52.7% | -16.3% | +69.0% | +63.9% |
| 1Y | +75.7% | -29.1% | +104.7% | +107.5% |
| 3Y | +197.9% | -7.8% | +205.7% | +182.5% |
| 5Y | +158.8% | +18.7% | +140.0% | +95.8% |
| All | +264.3% | +294.2% | -30.0% | +26.0% |
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