+7.5%
SMR vs BEN
+45.8%
-38.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.2% |
| 7D | +13.1% | +3.4% | +9.7% | +10.3% |
| 30D | +17.8% | +1.8% | +16.0% | +16.1% |
| 3M | +8.1% | +8.4% | -0.3% | +2.1% |
| 6M | -11.1% | +35.6% | -46.7% | -28.1% |
| YTD | -23.7% | +46.4% | -70.1% | -41.6% |
| 1Y | -69.4% | +46.3% | -115.7% | -76.6% |
| 3Y | +82.6% | +54.6% | +28.0% | +32.3% |
| All | +7.5% | +45.8% | -38.4% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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