-14.4%
SMR vs BBY
+17.8%
-32.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.1% | -18.7% | -16.7% |
| 7D | -11.2% | +0.6% | -11.8% | -11.6% |
| 30D | -10.2% | +9.4% | -19.6% | -13.5% |
| 3M | -10.0% | +19.3% | -29.4% | -16.4% |
| 6M | -30.5% | +47.9% | -78.4% | -40.9% |
| YTD | -39.2% | +39.6% | -78.8% | -47.3% |
| 1Y | -75.5% | +22.2% | -97.7% | -77.7% |
| 3Y | +45.4% | +45.0% | +0.5% | +16.0% |
| All | -14.4% | +17.8% | -32.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling