+264.2%
SMH vs BROS
+10.5%
+253.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.5% | -4.2% |
| 7D | +4.9% | +6.3% | -1.4% | +3.6% |
| 30D | -13.8% | -8.3% | -5.5% | -12.5% |
| 3M | -17.4% | -29.8% | +12.4% | -12.2% |
| 6M | -15.0% | -25.8% | +10.9% | -11.6% |
| YTD | +35.2% | -41.4% | +76.5% | +46.1% |
| 1Y | +41.6% | -35.2% | +76.8% | +49.8% |
| 3Y | +215.6% | +32.8% | +182.9% | +182.1% |
| 5Y | +233.2% | -42.2% | +275.4% | +214.9% |
| All | +264.2% | +10.5% | +253.8% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling