+1.5%
SMR vs BB
+9.6%
-8.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.8% | -4.5% |
| 7D | +4.7% | -2.1% | +6.8% | +5.8% |
| 30D | +3.2% | -16.0% | +19.3% | +10.6% |
| 3M | +9.9% | -14.5% | +24.4% | +14.9% |
| 6M | -15.1% | +118.6% | -133.7% | -39.8% |
| YTD | -27.9% | +98.9% | -126.9% | -47.0% |
| 1Y | -70.2% | +99.5% | -169.7% | -78.0% |
| 3Y | +72.5% | +65.4% | +7.1% | +27.5% |
| All | +1.5% | +9.6% | -8.1% | -24.1% |
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