+67,795.5%
SMTC vs BRO
+25,589.7%
+42,205.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | +17.5% | -8.6% | +26.1% | +20.4% |
| 30D | +21.3% | -6.9% | +28.2% | +23.1% |
| 3M | +3.1% | +10.5% | -7.3% | -2.4% |
| 6M | +81.7% | -2.8% | +84.5% | +77.8% |
| YTD | +115.9% | -16.1% | +132.1% | +120.0% |
| 1Y | +157.8% | -27.6% | +185.4% | +173.6% |
| 3Y | +557.3% | -7.3% | +564.6% | +534.6% |
| 5Y | +114.7% | +19.0% | +95.7% | +90.6% |
| 10Y | +509.5% | +292.7% | +216.7% | +291.2% |
| All | +67,795.5% | +25,589.7% | +42,205.8% | +23,162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling