+53.5%
BE vs SMR
-22.8%
+76.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.6% |
| 7D | +20.0% | +4.4% | +15.6% | +17.1% |
| 30D | +7.9% | +3.4% | +4.5% | +4.5% |
| 3M | -13.2% | -19.2% | +6.0% | -7.7% |
| 6M | +53.5% | -22.6% | +76.1% | +81.4% |
| All | +53.5% | -22.8% | +76.2% | +81.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling