+615.9%
SMTC vs BRO
-7.6%
+623.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.0% |
| 7D | +13.1% | -7.3% | +20.4% | +10.6% |
| 30D | +19.5% | -6.9% | +26.3% | +17.4% |
| 3M | +2.2% | +10.7% | -8.4% | +2.8% |
| 6M | +94.9% | -2.7% | +97.6% | +98.7% |
| YTD | +127.0% | -16.3% | +143.3% | +134.2% |
| 1Y | +174.6% | -29.1% | +203.7% | +191.4% |
| 3Y | +615.9% | -7.8% | +623.8% | +554.3% |
| All | +615.9% | -7.6% | +623.6% | +554.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling