-85.6%
SMR vs BROS
-18.6%
-67.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | -9.5% | +2.5% | -12.0% | -10.4% |
| 30D | -33.2% | +15.1% | -48.3% | -36.9% |
| 3M | -45.9% | -31.4% | -14.6% | -37.7% |
| 6M | -57.9% | -22.6% | -35.3% | -54.9% |
| YTD | -63.8% | -28.1% | -35.7% | -62.2% |
| 1Y | -85.6% | -20.3% | -65.3% | -85.4% |
| All | -85.6% | -18.6% | -67.0% | -85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling