-3.6%
SMR vs BAH
-1.7%
-1.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +4.4% | -3.2% | +7.7% | +5.0% |
| 30D | +3.4% | +2.0% | +1.4% | +3.0% |
| 3M | -19.2% | -7.6% | -11.5% | -17.8% |
| 6M | -22.6% | -5.7% | -17.0% | -22.6% |
| YTD | -31.5% | -11.7% | -19.8% | -29.9% |
| 1Y | -73.1% | -27.4% | -45.7% | -71.3% |
| 3Y | +55.0% | -32.5% | +87.5% | +58.2% |
| All | -3.6% | -1.7% | -1.8% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling