+146.9%
SMTC vs BRO
-24.4%
+171.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +8.0% |
| 7D | +12.7% | -2.6% | +15.3% | +10.6% |
| 30D | +22.0% | +0.9% | +21.1% | +24.0% |
| 3M | -12.7% | +24.8% | -37.4% | -0.2% |
| 6M | +64.8% | -0.1% | +64.9% | +79.8% |
| YTD | +100.7% | -9.7% | +110.4% | +114.4% |
| 1Y | +146.9% | -24.5% | +171.4% | +156.4% |
| All | +146.9% | -24.4% | +171.3% | +156.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling