-59.8%
SMR vs BBWI
+13.2%
-73.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -7.8% |
| 7D | +10.3% | -4.5% | +14.8% | +10.3% |
| 30D | -25.7% | +17.1% | -42.8% | -24.6% |
| 3M | -49.7% | +17.5% | -67.2% | -49.7% |
| 6M | -59.8% | +12.8% | -72.7% | -60.2% |
| All | -59.8% | +13.2% | -73.1% | -60.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling