-75.5%
SMR vs BBWI
-31.4%
-44.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.4% | -22.1% | -17.1% |
| 7D | -11.2% | -4.8% | -6.4% | -10.4% |
| 30D | -10.2% | +3.5% | -13.7% | -12.4% |
| 3M | -10.0% | -0.3% | -9.7% | -12.1% |
| 6M | -30.5% | -5.4% | -25.1% | -31.5% |
| YTD | -39.2% | -4.7% | -34.5% | -39.7% |
| 1Y | -75.5% | -30.5% | -45.0% | -76.8% |
| All | -75.5% | -31.4% | -44.1% | -76.8% |
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