+27.7%
BKR vs SMR
-75.4%
+103.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.7% | +15.1% | +0.2% |
| 7D | -7.0% | -11.2% | +4.2% | -6.5% |
| 30D | -8.1% | -10.2% | +2.1% | -7.8% |
| 3M | -6.6% | -10.0% | +3.4% | -6.7% |
| 6M | +0.9% | -30.5% | +31.3% | +1.8% |
| YTD | +31.1% | -39.2% | +70.3% | +32.8% |
| 1Y | +27.7% | -75.5% | +103.2% | +32.6% |
| All | +27.7% | -75.4% | +103.1% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling