-2.1%
BROS vs SMTC
+49.6%
-51.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.1% | +10.6% | +7.4% |
| 7D | +6.3% | +11.0% | -4.7% | +3.6% |
| 30D | -8.3% | -28.5% | +20.1% | -2.5% |
| 3M | -29.8% | -14.2% | -15.6% | -29.8% |
| 6M | -25.8% | -18.0% | -7.8% | -28.3% |
| YTD | -41.4% | +55.5% | -96.9% | -53.9% |
| 1Y | -35.2% | +69.5% | -104.7% | -50.7% |
| 3Y | +32.8% | +699.7% | -666.9% | -50.8% |
| 5Y | -42.2% | +27.4% | -69.6% | -41.7% |
| All | -2.1% | +49.6% | -51.7% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling