-53.7%
SMR vs BEN
+55.5%
-109.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.7% |
| 7D | -8.3% | +6.8% | -15.1% | -12.7% |
| 30D | -20.1% | +18.0% | -38.1% | -29.0% |
| 3M | -52.7% | +7.5% | -60.2% | -54.9% |
| 6M | -61.0% | +14.7% | -75.7% | -64.4% |
| YTD | -67.1% | +56.1% | -123.2% | -75.8% |
| 1Y | -79.9% | +69.6% | -149.5% | -86.0% |
| 3Y | +101.7% | +87.7% | +14.1% | +31.7% |
| All | -53.7% | +55.5% | -109.2% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling