+1.5%
SMR vs BAX
-68.8%
+70.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.4% |
| 7D | +4.7% | -5.4% | +10.2% | +5.9% |
| 30D | +3.2% | -12.4% | +15.6% | +6.2% |
| 3M | +9.9% | +19.1% | -9.2% | +5.3% |
| 6M | -15.1% | +38.6% | -53.7% | -21.7% |
| YTD | -27.9% | +26.7% | -54.7% | -32.4% |
| 1Y | -70.2% | +1.0% | -71.3% | -70.9% |
| 3Y | +72.5% | -33.9% | +106.3% | +79.7% |
| All | +1.5% | -68.8% | +70.3% | +16.1% |
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