+87.6%
SMH vs BRO
-27.7%
+115.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.3% |
| 7D | +0.3% | -7.3% | +7.6% | -4.1% |
| 30D | -2.8% | -6.9% | +4.1% | -6.5% |
| 3M | -6.7% | +10.7% | -17.4% | -0.5% |
| 6M | +41.8% | -2.7% | +44.5% | +46.9% |
| YTD | +57.9% | -16.3% | +74.2% | +55.7% |
| 1Y | +87.6% | -29.1% | +116.7% | +77.9% |
| All | +87.6% | -27.7% | +115.4% | +77.9% |
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