-34.8%
BROS vs SMTC
+154.8%
-189.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | +0.5% |
| 7D | -6.7% | +12.7% | -19.4% | -6.9% |
| 30D | -29.1% | +22.0% | -51.0% | -29.3% |
| 3M | -16.7% | -12.7% | -4.0% | -15.5% |
| 6M | -11.6% | +64.8% | -76.4% | -20.7% |
| YTD | -23.9% | +100.7% | -124.6% | -33.6% |
| 1Y | -34.8% | +146.9% | -181.7% | -44.1% |
| All | -34.8% | +154.8% | -189.5% | -44.1% |
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