-85.6%
SMR vs BB
+88.0%
-173.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.0% | -11.4% | -7.4% |
| 7D | -9.5% | -6.8% | -2.7% | -7.0% |
| 30D | -33.2% | -3.5% | -29.7% | -32.7% |
| 3M | -45.9% | -1.2% | -44.7% | -46.5% |
| 6M | -57.9% | +57.0% | -114.9% | -67.2% |
| YTD | -63.8% | +131.1% | -194.9% | -78.1% |
| 1Y | -85.6% | +87.6% | -173.2% | -88.6% |
| All | -85.6% | +88.0% | -173.6% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling