-3.6%
SMR vs BAX
-66.6%
+63.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +4.4% | -1.1% | +5.6% | +4.7% |
| 30D | +3.4% | -5.5% | +8.9% | +4.7% |
| 3M | -19.2% | +33.5% | -52.7% | -24.6% |
| 6M | -22.6% | +35.9% | -58.5% | -28.3% |
| YTD | -31.5% | +35.4% | -66.9% | -36.6% |
| 1Y | -73.1% | +9.8% | -82.8% | -74.1% |
| 3Y | +55.0% | -32.7% | +87.7% | +60.9% |
| All | -3.6% | -66.6% | +63.1% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling