+65.6%
BROS vs SMTC
+556.3%
-490.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.0% | -11.5% | -3.0% |
| 7D | -0.9% | +22.9% | -23.9% | -4.2% |
| 30D | -13.5% | +16.6% | -30.1% | -16.1% |
| 3M | -18.4% | +2.4% | -20.8% | -20.5% |
| 6M | -10.6% | +98.3% | -108.9% | -26.0% |
| YTD | -25.1% | +120.7% | -145.7% | -39.6% |
| 1Y | -28.6% | +168.3% | -196.9% | -45.5% |
| 3Y | +65.6% | +571.7% | -506.1% | -6.8% |
| All | +65.6% | +556.3% | -490.7% | -6.8% |
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