+239.6%
SOXX vs BROS
+33.7%
+205.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -2.1% |
| 7D | +3.0% | -6.1% | +9.1% | +4.3% |
| 30D | -3.1% | -12.4% | +9.2% | -0.8% |
| 3M | -4.4% | -27.9% | +23.5% | +0.8% |
| 6M | +52.9% | -16.8% | +69.7% | +55.9% |
| YTD | +72.0% | -29.0% | +101.0% | +80.4% |
| 1Y | +105.1% | -33.2% | +138.3% | +116.5% |
| 3Y | +220.6% | +56.8% | +163.8% | +177.3% |
| All | +239.6% | +33.7% | +205.9% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling