-75.5%
SMR vs BB
+104.0%
-179.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.7% | -17.4% | -16.5% |
| 7D | -11.2% | -0.4% | -10.8% | -11.0% |
| 30D | -10.2% | -12.5% | +2.3% | -4.8% |
| 3M | -10.0% | -17.4% | +7.4% | -3.7% |
| 6M | -30.5% | +119.1% | -149.6% | -57.8% |
| YTD | -39.2% | +102.4% | -141.6% | -61.2% |
| 1Y | -75.5% | +98.2% | -173.7% | -82.2% |
| All | -75.5% | +104.0% | -179.5% | -82.2% |
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