+751.0%
BE vs SMR
-53.6%
+804.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -3.8% |
| 7D | +10.8% | -8.3% | +19.1% | +14.2% |
| 30D | -19.8% | -20.1% | +0.3% | -13.6% |
| 3M | -18.7% | -52.7% | +34.0% | +2.3% |
| 6M | -33.7% | -61.0% | +27.3% | -11.0% |
| YTD | +121.0% | -67.1% | +188.1% | +204.6% |
| 1Y | +85.4% | -79.9% | +165.3% | +194.6% |
| 3Y | +1,709.5% | +101.7% | +1,607.8% | +1,165.6% |
| All | +751.0% | -53.6% | +804.7% | +721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling