+7.5%
SMR vs BROS
-8.5%
+15.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | +13.1% | -6.6% | +19.7% | +15.4% |
| 30D | +17.8% | -12.3% | +30.1% | +22.4% |
| 3M | +8.1% | -22.2% | +30.3% | +15.4% |
| 6M | -11.1% | -14.3% | +3.2% | -8.1% |
| YTD | -23.7% | -26.6% | +2.8% | -17.2% |
| 1Y | -69.4% | -31.5% | -37.9% | -66.3% |
| 3Y | +82.6% | +62.3% | +20.3% | +64.4% |
| All | +7.5% | -8.5% | +15.9% | -4.9% |
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