+88.9%
SMR vs BBWI
-44.4%
+133.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.1% | +18.4% | +16.2% |
| 7D | +21.4% | +1.6% | +19.8% | +20.6% |
| 30D | +13.8% | -6.2% | +20.1% | +15.0% |
| 3M | +3.9% | +4.3% | -0.4% | +0.3% |
| 6M | -4.2% | -7.2% | +3.0% | -4.6% |
| YTD | -21.1% | -3.0% | -18.1% | -22.4% |
| 1Y | -67.1% | -30.8% | -36.3% | -64.4% |
| 3Y | +88.9% | -43.4% | +132.2% | +71.7% |
| All | +88.9% | -44.4% | +133.3% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling