+7.5%
SMR vs BAH
-2.6%
+10.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +13.1% | -1.3% | +14.4% | +13.3% |
| 30D | +17.8% | -6.6% | +24.4% | +19.2% |
| 3M | +8.1% | -7.2% | +15.3% | +9.7% |
| 6M | -11.1% | -10.0% | -1.1% | -9.8% |
| YTD | -23.7% | -12.5% | -11.3% | -21.7% |
| 1Y | -69.4% | -27.9% | -41.5% | -67.4% |
| 3Y | +82.6% | -31.4% | +114.0% | +85.5% |
| All | +7.5% | -2.6% | +10.0% | +4.0% |
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