-52.1%
SMR vs BBWI
-55.4%
+3.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.9% | -4.9% | -7.1% |
| 7D | +10.3% | -4.5% | +14.8% | +11.5% |
| 30D | -25.7% | +17.1% | -42.8% | -28.6% |
| 3M | -49.7% | +17.5% | -67.2% | -52.5% |
| 6M | -59.8% | +12.8% | -72.7% | -62.0% |
| YTD | -66.0% | +8.2% | -74.1% | -67.5% |
| 1Y | -81.4% | -1.8% | -79.6% | -82.0% |
| 3Y | +130.6% | -25.8% | +156.4% | +134.6% |
| All | -52.1% | -55.4% | +3.3% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling