+325.3%
STX vs BRO
-27.7%
+353.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.9% |
| 7D | -2.3% | -7.3% | +5.1% | -9.5% |
| 30D | -5.5% | -6.9% | +1.4% | -11.3% |
| 3M | -4.3% | +10.7% | -15.0% | +7.9% |
| 6M | +115.6% | -2.7% | +118.3% | +131.1% |
| YTD | +202.2% | -16.3% | +218.5% | +191.4% |
| 1Y | +325.3% | -29.1% | +354.4% | +271.8% |
| All | +325.3% | -27.7% | +353.0% | +271.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling