The bifurcation diagram of a single-mode semiconductor laser subject to a delayed optical feedback is examined by using numerical continuation methods. For this, we show how to cope with the special symmetry properties of the equations. As the feedback strength is increased, branches of modes and antimodes appear, and we have found that pairs of modes and antimodes are connected by closed branches of periodic solutions (bifurcation bridges). Such connections seem generically present as new pairs of modes and antimodes appear. We subsequently investigate the behavior of the first connection as a function of the linewidth enhancement factor and the feedback phase. Our results extend and confirm existing results and hypotheses reported in the literature. For large values of the linewidth enhancement factor (alpha = 5-6), bridges break through homoclinic orbits. Changing the feedback phase unfolds the bifurcation diagram of the modes and antimodes, allowing different types of connections between modes.