-48.0%
SMR vs BB
+36.6%
-84.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -1.0% |
| 7D | +1.9% | +7.3% | -5.4% | -0.4% |
| 30D | -21.9% | +11.2% | -33.2% | -25.4% |
| 3M | -47.1% | +4.7% | -51.8% | -48.5% |
| 6M | -60.6% | +51.1% | -111.8% | -67.5% |
| YTD | -63.1% | +148.0% | -211.1% | -75.3% |
| 1Y | -80.4% | +106.1% | -186.6% | -85.9% |
| 3Y | +150.2% | +158.2% | -8.0% | +61.5% |
| All | -48.0% | +36.6% | -84.6% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling