+282.9%
SMH vs BRO
-7.6%
+290.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.4% |
| 7D | +0.3% | -7.3% | +7.6% | -1.2% |
| 30D | -2.8% | -6.9% | +4.1% | -4.1% |
| 3M | -6.7% | +10.7% | -17.4% | -5.7% |
| 6M | +41.8% | -2.7% | +44.5% | +44.3% |
| YTD | +57.9% | -16.3% | +74.2% | +62.1% |
| 1Y | +87.6% | -29.1% | +116.7% | +97.6% |
| 3Y | +282.9% | -7.8% | +290.8% | +277.8% |
| All | +282.9% | -7.6% | +290.6% | +277.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling