+1,122.3%
BE vs SMR
-14.3%
+1,136.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -15.7% | +22.3% | +11.6% |
| 7D | +9.0% | -11.2% | +20.3% | +12.2% |
| 30D | +16.3% | -10.2% | +26.5% | +19.0% |
| 3M | +10.8% | -10.0% | +20.8% | +14.1% |
| 6M | +73.2% | -30.5% | +103.7% | +88.3% |
| YTD | +217.4% | -39.2% | +256.6% | +258.7% |
| 1Y | +309.8% | -75.5% | +385.3% | +488.0% |
| 3Y | +1,726.2% | +45.4% | +1,680.7% | +1,260.9% |
| All | +1,122.3% | -14.3% | +1,136.6% | +867.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling