+721.9%
BE vs SMR
-48.1%
+770.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -3.1% |
| 7D | -13.4% | -2.8% | -10.6% | -12.3% |
| 30D | -33.9% | -27.5% | -6.4% | -26.5% |
| 3M | -12.0% | -43.1% | +31.2% | +4.2% |
| 6M | -29.0% | -58.4% | +29.4% | -6.9% |
| YTD | +113.4% | -63.2% | +176.6% | +183.5% |
| 1Y | +33.2% | -81.6% | +114.8% | +116.1% |
| 3Y | +1,659.2% | +149.8% | +1,509.4% | +1,053.0% |
| All | +721.9% | -48.1% | +770.0% | +664.9% |
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 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