+18.4%
BROS vs SMTC
+107.7%
-89.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -2.7% |
| 7D | -6.1% | +17.5% | -23.6% | -9.7% |
| 30D | -12.4% | +21.3% | -33.7% | -17.1% |
| 3M | -27.9% | +3.1% | -31.1% | -31.1% |
| 6M | -16.8% | +81.7% | -98.5% | -34.2% |
| YTD | -29.0% | +115.9% | -145.0% | -47.0% |
| 1Y | -33.2% | +157.8% | -191.0% | -53.3% |
| 3Y | +56.8% | +557.3% | -500.5% | -32.8% |
| All | +18.4% | +107.7% | -89.3% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling