-53.7%
SMR vs BROS
-26.9%
-26.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.8% | -5.4% |
| 7D | -8.3% | +6.3% | -14.6% | -10.1% |
| 30D | -20.1% | -8.3% | -11.7% | -17.9% |
| 3M | -52.7% | -29.8% | -22.9% | -47.4% |
| 6M | -61.0% | -25.8% | -35.2% | -58.1% |
| YTD | -67.1% | -41.4% | -25.8% | -61.8% |
| 1Y | -79.9% | -35.2% | -44.7% | -77.5% |
| 3Y | +101.7% | +32.8% | +69.0% | +94.1% |
| All | -53.7% | -26.9% | -26.8% | -56.2% |
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 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