+55.3%
BE vs SMR
-87.0%
+142.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -3.7% |
| 7D | -12.1% | -9.5% | -2.6% | -6.6% |
| 30D | -30.1% | -33.2% | +3.1% | -11.0% |
| 3M | -12.1% | -45.9% | +33.8% | +21.7% |
| 6M | -30.6% | -57.9% | +27.3% | +9.7% |
| YTD | +130.6% | -63.8% | +194.4% | +261.1% |
| 1Y | +55.3% | -85.6% | +140.9% | +424.3% |
| All | +55.3% | -87.0% | +142.3% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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