+22.6%
BROS vs SMTC
+114.0%
-91.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -6.6% | +22.5% | -29.1% | -11.1% |
| 30D | -12.3% | +24.9% | -37.2% | -17.6% |
| 3M | -22.2% | +4.1% | -26.3% | -25.7% |
| 6M | -14.3% | +92.6% | -106.8% | -33.2% |
| YTD | -26.6% | +122.5% | -149.0% | -45.5% |
| 1Y | -31.5% | +166.2% | -197.7% | -52.5% |
| 3Y | +62.3% | +577.2% | -514.9% | -30.9% |
| All | +22.6% | +114.0% | -91.4% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling