+38.1%
SOXX vs BRO
-5.4%
+43.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +1.0% |
| 7D | -13.1% | +3.6% | -16.8% | -10.2% |
| 30D | -29.7% | +17.1% | -46.9% | -19.1% |
| 3M | -23.0% | +1.8% | -24.8% | -20.1% |
| 6M | -19.1% | +28.5% | -47.6% | +0.3% |
| YTD | +36.2% | -8.6% | +44.8% | +48.3% |
| 1Y | +38.1% | -4.7% | +42.8% | +56.5% |
| All | +38.1% | -5.4% | +43.5% | +56.5% |
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 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