+1,048.0%
STX vs BRO
+17.6%
+1,030.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.3% | -7.3% | +5.1% | -2.3% |
| 30D | -5.5% | -6.9% | +1.4% | -5.5% |
| 3M | -4.3% | +10.7% | -15.0% | -6.8% |
| 6M | +115.6% | -2.7% | +118.3% | +115.8% |
| YTD | +202.2% | -16.3% | +218.5% | +213.3% |
| 1Y | +325.3% | -29.1% | +354.4% | +364.6% |
| 3Y | +1,283.9% | -7.8% | +1,291.7% | +1,200.8% |
| All | +1,048.0% | +17.6% | +1,030.4% | +824.1% |
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