+2,550.6%
SOXX vs BRO
+1,384.0%
+1,166.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -7.3% | +8.7% | +5.0% |
| 30D | -3.6% | -6.9% | +3.3% | -0.7% |
| 3M | -10.2% | +10.7% | -20.8% | -17.2% |
| 6M | +54.2% | -2.7% | +56.9% | +49.4% |
| YTD | +75.2% | -16.3% | +91.5% | +81.7% |
| 1Y | +107.5% | -29.1% | +136.6% | +132.8% |
| 3Y | +226.8% | -7.8% | +234.6% | +206.4% |
| 5Y | +251.2% | +18.7% | +232.5% | +180.8% |
| 10Y | +1,567.6% | +291.9% | +1,275.8% | +592.8% |
| All | +2,550.6% | +1,384.0% | +1,166.5% | +489.3% |
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 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