+1,020.9%
BE vs SMR
-3.5%
+1,024.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.5% |
| 7D | +20.0% | +4.4% | +15.6% | +18.4% |
| 30D | +7.9% | +3.4% | +4.5% | +6.2% |
| 3M | -13.2% | -19.2% | +6.0% | -7.1% |
| 6M | +53.5% | -22.6% | +76.1% | +63.2% |
| YTD | +191.0% | -31.5% | +222.6% | +219.6% |
| 1Y | +360.5% | -73.1% | +433.6% | +545.0% |
| 3Y | +1,568.0% | +55.0% | +1,513.1% | +1,132.4% |
| All | +1,020.9% | -3.5% | +1,024.4% | +762.3% |
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