-85.6%
SMR vs BAH
+6.2%
-91.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -5.9% | -4.6% |
| 7D | -9.5% | +5.8% | -15.3% | -10.0% |
| 30D | -33.2% | +28.7% | -61.9% | -35.1% |
| 3M | -45.9% | +20.9% | -66.8% | -47.0% |
| 6M | -57.9% | +15.2% | -73.0% | -57.6% |
| YTD | -63.8% | +7.1% | -70.9% | -64.9% |
| 1Y | -85.6% | +6.4% | -92.0% | -86.9% |
| All | -85.6% | +6.2% | -91.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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