-14.4%
SMR vs BRO
+1.4%
-15.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.7% |
| 7D | -11.2% | -7.3% | -3.9% | -11.3% |
| 30D | -10.2% | -6.9% | -3.4% | -10.4% |
| 3M | -10.0% | +10.7% | -20.7% | -11.4% |
| 6M | -30.5% | -2.7% | -27.8% | -30.3% |
| YTD | -39.2% | -16.3% | -22.9% | -37.8% |
| 1Y | -75.5% | -29.1% | -46.4% | -74.2% |
| 3Y | +45.4% | -7.8% | +53.3% | +46.3% |
| All | -14.4% | +1.4% | -15.8% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling