-53.7%
SMR vs BB
+29.4%
-83.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.3% |
| 7D | -8.3% | +1.8% | -10.1% | -8.8% |
| 30D | -20.1% | +8.1% | -28.2% | -22.7% |
| 3M | -52.7% | -1.0% | -51.7% | -52.9% |
| 6M | -61.0% | +45.9% | -106.9% | -67.3% |
| YTD | -67.1% | +134.8% | -201.9% | -77.5% |
| 1Y | -79.9% | +104.6% | -184.5% | -85.5% |
| 3Y | +101.7% | +152.8% | -51.1% | +32.4% |
| All | -53.7% | +29.4% | -83.0% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling