+1,256.8%
SMH vs BRO
+2,870.1%
-1,613.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -7.3% | +7.6% | +3.6% |
| 30D | -2.8% | -6.9% | +4.1% | -0.1% |
| 3M | -6.7% | +10.7% | -17.4% | -13.2% |
| 6M | +41.8% | -2.7% | +44.5% | +38.3% |
| YTD | +57.9% | -16.3% | +74.2% | +64.0% |
| 1Y | +87.6% | -29.1% | +116.7% | +109.5% |
| 3Y | +282.9% | -7.8% | +290.8% | +263.4% |
| 5Y | +330.4% | +18.7% | +311.7% | +254.1% |
| 10Y | +1,857.0% | +291.9% | +1,565.1% | +799.2% |
| All | +1,256.8% | +2,870.1% | -1,613.3% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling