+7.5%
SMR vs BBWI
-62.5%
+70.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -1.7% |
| 7D | +13.1% | -4.4% | +17.5% | +14.2% |
| 30D | +17.8% | -7.4% | +25.1% | +18.9% |
| 3M | +8.1% | -2.2% | +10.3% | +6.7% |
| 6M | -11.1% | -16.3% | +5.2% | -8.9% |
| YTD | -23.7% | -9.1% | -14.6% | -23.5% |
| 1Y | -69.4% | -34.5% | -34.9% | -67.0% |
| 3Y | +82.6% | -47.0% | +129.6% | +101.4% |
| All | +7.5% | -62.5% | +70.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling