+82.6%
SMR vs BB
+66.7%
+15.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.5% |
| 7D | +13.1% | +1.8% | +11.2% | +12.2% |
| 30D | +17.8% | -12.2% | +30.0% | +25.9% |
| 3M | +8.1% | -12.3% | +20.4% | +12.3% |
| 6M | -11.1% | +122.7% | -133.8% | -46.7% |
| YTD | -23.7% | +104.5% | -128.2% | -52.0% |
| 1Y | -69.4% | +106.7% | -176.1% | -80.8% |
| All | +82.6% | +66.7% | +15.9% | +41.4% |
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