+265.2%
SU vs BRO
+294.2%
-29.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | -7.3% | +9.6% | +4.9% |
| 30D | +8.4% | -6.9% | +15.3% | +10.9% |
| 3M | +12.1% | +10.7% | +1.4% | +7.0% |
| 6M | +19.7% | -2.7% | +22.4% | +19.2% |
| YTD | +58.4% | -16.3% | +74.7% | +66.3% |
| 1Y | +67.2% | -29.1% | +96.3% | +87.3% |
| 3Y | +125.0% | -7.8% | +132.9% | +115.8% |
| 5Y | +355.1% | +18.7% | +336.3% | +261.7% |
| All | +265.2% | +294.2% | -29.1% | +78.9% |
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