-20.3%
BROS vs SMTC
+70.8%
-91.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.9% | +13.9% | +0.8% |
| 7D | +2.5% | -24.5% | +27.0% | +2.3% |
| 30D | +15.1% | -42.5% | +57.5% | +14.8% |
| 3M | -31.4% | -14.1% | -17.3% | -31.3% |
| 6M | -22.6% | +3.6% | -26.2% | -27.5% |
| YTD | -28.1% | +50.6% | -78.7% | -37.6% |
| 1Y | -20.3% | +72.2% | -92.5% | -33.2% |
| All | -20.3% | +70.8% | -91.1% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling