+21.7%
SMCI vs BROS
-10.8%
+32.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.8% |
| 7D | +5.2% | -6.6% | +11.8% | +7.1% |
| 30D | +23.7% | -12.3% | +36.1% | +27.9% |
| 3M | -4.2% | -22.2% | +18.0% | -4.9% |
| 6M | +21.7% | -14.3% | +36.0% | +13.3% |
| All | +21.7% | -10.8% | +32.5% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling