+88.9%
SMR vs BROS
+64.7%
+24.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.5% | +16.8% | +16.0% |
| 7D | +21.4% | -0.9% | +22.3% | +21.7% |
| 30D | +13.8% | -13.5% | +27.3% | +21.7% |
| 3M | +3.9% | -18.4% | +22.3% | +11.5% |
| 6M | -4.2% | -10.6% | +6.4% | -2.3% |
| YTD | -21.1% | -25.1% | +4.0% | -12.0% |
| 1Y | -67.1% | -28.6% | -38.4% | -62.8% |
| 3Y | +88.9% | +65.6% | +23.3% | +4.8% |
| All | +88.9% | +64.7% | +24.2% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling