+247.9%
SOXX vs BRO
+17.6%
+230.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | -7.3% | +8.7% | +2.5% |
| 30D | -3.6% | -6.9% | +3.3% | -2.7% |
| 3M | -10.2% | +10.7% | -20.8% | -13.7% |
| 6M | +54.2% | -2.7% | +56.9% | +53.7% |
| YTD | +75.2% | -16.3% | +91.5% | +83.5% |
| 1Y | +107.5% | -29.1% | +136.6% | +132.2% |
| 3Y | +226.8% | -7.8% | +234.6% | +202.8% |
| All | +247.9% | +17.6% | +230.3% | +169.0% |
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