-2.7%
SMCI vs BROS
-35.3%
+32.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +6.8% | -6.7% | +13.4% | +8.8% |
| 30D | +30.6% | -29.1% | +59.6% | +43.1% |
| 3M | -15.6% | -16.7% | +1.1% | -15.3% |
| 6M | +21.3% | -11.6% | +32.9% | +18.7% |
| YTD | +35.3% | -23.9% | +59.2% | +36.5% |
| 1Y | -2.7% | -34.8% | +32.1% | +3.4% |
| All | -2.7% | -35.3% | +32.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling