+1,784.6%
BE vs SMR
+88.2%
+1,696.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +15.3% | -5.6% | +4.9% |
| 7D | +29.8% | +21.4% | +8.4% | +22.2% |
| 30D | +26.4% | +13.8% | +12.5% | +20.8% |
| 3M | +9.3% | +3.9% | +5.4% | +8.2% |
| 6M | +105.1% | -4.2% | +109.3% | +103.7% |
| YTD | +219.0% | -21.1% | +240.1% | +234.5% |
| 1Y | +418.8% | -67.1% | +485.8% | +576.8% |
| 3Y | +1,784.6% | +88.9% | +1,695.7% | +1,286.5% |
| All | +1,784.6% | +88.2% | +1,696.4% | +1,286.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling