+1,283.9%
STX vs BRO
-7.6%
+1,291.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.8% |
| 7D | -2.3% | -7.3% | +5.1% | -5.1% |
| 30D | -5.5% | -6.9% | +1.4% | -7.7% |
| 3M | -4.3% | +10.7% | -15.0% | -1.6% |
| 6M | +115.6% | -2.7% | +118.3% | +122.8% |
| YTD | +202.2% | -16.3% | +218.5% | +212.8% |
| 1Y | +325.3% | -29.1% | +354.4% | +353.1% |
| 3Y | +1,283.9% | -7.8% | +1,291.7% | +1,186.0% |
| All | +1,283.9% | -7.6% | +1,291.5% | +1,186.0% |
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 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