+120.1%
SMTC vs BRO
+17.6%
+102.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +13.1% | -7.3% | +20.4% | +13.9% |
| 30D | +19.5% | -6.9% | +26.3% | +20.0% |
| 3M | +2.2% | +10.7% | -8.4% | -2.8% |
| 6M | +94.9% | -2.7% | +97.6% | +93.2% |
| YTD | +127.0% | -16.3% | +143.3% | +136.1% |
| 1Y | +174.6% | -29.1% | +203.7% | +204.7% |
| 3Y | +615.9% | -7.8% | +623.8% | +557.3% |
| All | +120.1% | +17.6% | +102.5% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling