+32.8%
BROS vs SMTC
+698.5%
-665.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.1% | +10.6% | +7.1% |
| 7D | +6.3% | +11.0% | -4.7% | +4.4% |
| 30D | -8.3% | -28.5% | +20.1% | -4.5% |
| 3M | -29.8% | -14.2% | -15.6% | -29.8% |
| 6M | -25.8% | -18.0% | -7.8% | -27.6% |
| YTD | -41.4% | +55.5% | -96.9% | -51.3% |
| 1Y | -35.2% | +69.5% | -104.7% | -47.4% |
| 3Y | +32.8% | +699.7% | -666.9% | -26.3% |
| All | +32.8% | +698.5% | -665.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling