+530.1%
SMTC vs BRO
+294.2%
+235.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.1% | -7.3% | +20.4% | +16.5% |
| 30D | +19.5% | -6.9% | +26.3% | +21.9% |
| 3M | +2.2% | +10.7% | -8.4% | -7.4% |
| 6M | +94.9% | -2.7% | +97.6% | +88.2% |
| YTD | +127.0% | -16.3% | +143.3% | +136.4% |
| 1Y | +174.6% | -29.1% | +203.7% | +213.9% |
| 3Y | +615.9% | -7.8% | +623.8% | +541.3% |
| 5Y | +125.6% | +18.7% | +106.9% | +59.3% |
| All | +530.1% | +294.2% | +235.9% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling