+795.1%
BE vs SMR
-52.0%
+847.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.8% | +4.2% | -1.1% |
| 7D | +20.5% | +10.3% | +10.2% | +16.5% |
| 30D | -23.4% | -25.7% | +2.4% | -15.4% |
| 3M | -14.9% | -49.7% | +34.9% | +5.1% |
| 6M | -28.1% | -59.8% | +31.8% | -4.4% |
| YTD | +132.4% | -66.0% | +198.4% | +216.7% |
| 1Y | +59.4% | -81.4% | +140.8% | +159.0% |
| 3Y | +1,815.8% | +130.6% | +1,685.2% | +1,188.2% |
| All | +795.1% | -52.0% | +847.1% | +754.6% |
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