-48.0%
SMR vs BAH
+17.3%
-65.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.9% | -1.6% | +3.5% | +2.0% |
| 30D | -21.9% | +18.0% | -39.9% | -24.4% |
| 3M | -47.1% | +11.4% | -58.5% | -48.3% |
| 6M | -60.6% | +17.7% | -78.3% | -62.1% |
| YTD | -63.1% | +5.4% | -68.5% | -63.5% |
| 1Y | -80.4% | +2.8% | -83.2% | -80.5% |
| 3Y | +150.2% | -26.7% | +176.9% | +152.7% |
| All | -48.0% | +17.3% | -65.3% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling