-85.6%
SMR vs BBWI
+2.4%
-88.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -5.4% |
| 7D | -9.5% | +8.8% | -18.3% | -11.3% |
| 30D | -33.2% | +34.8% | -68.0% | -37.8% |
| 3M | -45.9% | +12.9% | -58.9% | -47.5% |
| 6M | -57.9% | +29.6% | -87.5% | -62.0% |
| YTD | -63.8% | +20.8% | -84.6% | -66.3% |
| 1Y | -85.6% | +4.1% | -89.7% | -86.2% |
| All | -85.6% | +2.4% | -88.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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