+52.5%
SOXX vs BROS
-18.6%
+71.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.3% |
| 7D | -13.7% | +2.5% | -16.2% | -14.0% |
| 30D | -23.6% | +15.1% | -38.7% | -25.4% |
| 3M | -16.9% | -31.4% | +14.5% | -11.4% |
| 6M | -2.4% | -22.6% | +20.2% | -0.3% |
| YTD | +49.8% | -28.1% | +78.0% | +53.0% |
| 1Y | +52.5% | -20.3% | +72.8% | +51.6% |
| All | +52.5% | -18.6% | +71.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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