-53.7%
SMR vs BBWI
-54.8%
+1.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.7% |
| 7D | -8.3% | +0.1% | -8.4% | -8.2% |
| 30D | -20.1% | +12.9% | -32.9% | -22.4% |
| 3M | -52.7% | +16.0% | -68.7% | -55.2% |
| 6M | -61.0% | +16.6% | -77.7% | -63.4% |
| YTD | -67.1% | +9.7% | -76.9% | -68.7% |
| 1Y | -79.9% | +1.5% | -81.4% | -80.6% |
| 3Y | +101.7% | -21.4% | +123.1% | +102.9% |
| All | -53.7% | -54.8% | +1.1% | -55.8% |
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 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