+1,093.6%
BE vs SMR
+7.6%
+1,086.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.8% |
| 7D | +23.9% | +13.1% | +10.9% | +19.2% |
| 30D | +27.8% | +17.8% | +10.1% | +20.8% |
| 3M | +3.7% | +8.1% | -4.4% | +1.8% |
| 6M | +78.0% | -11.1% | +89.1% | +80.7% |
| YTD | +209.9% | -23.7% | +233.6% | +228.8% |
| 1Y | +389.6% | -69.4% | +459.0% | +559.7% |
| 3Y | +1,730.6% | +82.6% | +1,648.0% | +1,180.5% |
| All | +1,093.6% | +7.6% | +1,086.1% | +787.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling