-8.1%
SMR vs BB
+131.5%
-139.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.2% | +13.0% | +14.4% |
| 7D | +21.4% | +0.5% | +20.9% | +21.2% |
| 30D | +13.8% | -12.4% | +26.2% | +19.4% |
| 3M | +3.9% | -15.3% | +19.2% | +10.4% |
| All | -8.1% | +131.5% | -139.5% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling