+101.7%
SMR vs BB
+147.9%
-46.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.1% |
| 7D | -8.3% | +1.8% | -10.1% | -8.9% |
| 30D | -20.1% | +8.1% | -28.2% | -23.5% |
| 3M | -52.7% | -1.0% | -51.7% | -53.0% |
| 6M | -61.0% | +45.9% | -106.9% | -69.4% |
| YTD | -67.1% | +134.8% | -201.9% | -80.5% |
| 1Y | -79.9% | +104.6% | -184.5% | -87.1% |
| 3Y | +101.7% | +152.8% | -51.1% | +10.9% |
| All | +101.7% | +147.9% | -46.2% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling