-53.7%
SMR vs BAX
-66.7%
+13.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -8.3% | +0.1% | -8.3% | -8.2% |
| 30D | -20.1% | +4.1% | -24.1% | -20.8% |
| 3M | -52.7% | -4.5% | -48.1% | -52.3% |
| 6M | -61.0% | +49.2% | -110.3% | -64.7% |
| YTD | -67.1% | +35.2% | -102.4% | -69.6% |
| 1Y | -79.9% | +38.3% | -118.2% | -81.5% |
| 3Y | +101.7% | -19.0% | +120.8% | +101.5% |
| All | -53.7% | -66.7% | +13.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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