+4,439.5%
SYY vs BRO
+25,535.5%
-21,095.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | -7.3% | +11.3% | +5.3% |
| 30D | -1.7% | -6.9% | +5.1% | -0.6% |
| 3M | +5.2% | +10.7% | -5.5% | +3.2% |
| 6M | -0.2% | -2.7% | +2.5% | -0.2% |
| YTD | +15.4% | -16.3% | +31.7% | +18.1% |
| 1Y | +5.6% | -29.1% | +34.7% | +11.1% |
| 3Y | +28.9% | -7.8% | +36.7% | +29.4% |
| 5Y | +24.1% | +18.7% | +5.3% | +19.1% |
| 10Y | +116.2% | +291.9% | -175.6% | +79.2% |
| All | +4,439.5% | +25,535.5% | -21,095.9% | +3,149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling