+43.4%
SMH vs BRO
-3.6%
+47.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.5% | -7.2% | +0.2% |
| 7D | -11.2% | +12.4% | -23.6% | -3.6% |
| 30D | -20.4% | +21.6% | -42.0% | -8.7% |
| 3M | -12.4% | +4.3% | -16.7% | -8.4% |
| 6M | -0.5% | +29.2% | -29.7% | +19.2% |
| YTD | +40.0% | -6.4% | +46.4% | +50.5% |
| 1Y | +43.4% | -5.3% | +48.7% | +55.9% |
| All | +43.4% | -3.6% | +47.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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