+319.3%
SMH vs BROS
+33.7%
+285.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +0.9% | -1.8% |
| 7D | +1.4% | -6.1% | +7.4% | +2.6% |
| 30D | -2.2% | -12.4% | +10.2% | +0.1% |
| 3M | -1.9% | -27.9% | +26.1% | +3.3% |
| 6M | +41.0% | -16.8% | +57.8% | +43.7% |
| YTD | +55.6% | -29.0% | +84.6% | +62.9% |
| 1Y | +86.8% | -33.2% | +120.0% | +96.8% |
| 3Y | +277.7% | +56.8% | +220.9% | +227.8% |
| All | +319.3% | +33.7% | +285.6% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling