+11.1%
SMR vs BAH
-2.7%
+13.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.9% | +16.2% | +15.4% |
| 7D | +21.4% | -4.3% | +25.7% | +22.3% |
| 30D | +13.8% | -4.5% | +18.3% | +14.7% |
| 3M | +3.9% | -7.6% | +11.5% | +5.6% |
| 6M | -4.2% | -10.6% | +6.4% | -2.6% |
| YTD | -21.1% | -12.6% | -8.5% | -19.0% |
| 1Y | -67.1% | -27.0% | -40.1% | -65.0% |
| 3Y | +88.9% | -31.5% | +120.3% | +91.9% |
| All | +11.1% | -2.7% | +13.8% | +7.6% |
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