-48.1%
SMR vs BAH
+18.0%
-66.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.9% | -4.2% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -27.5% | +18.2% | -45.7% | -29.8% |
| 3M | -43.1% | +13.1% | -56.2% | -44.5% |
| 6M | -58.4% | +15.2% | -73.6% | -59.7% |
| YTD | -63.2% | +6.0% | -69.2% | -63.6% |
| 1Y | -81.6% | +3.1% | -84.7% | -81.7% |
| 3Y | +149.8% | -26.2% | +176.0% | +152.0% |
| All | -48.1% | +18.0% | -66.1% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling