-3.6%
SMR vs BEN
+48.4%
-52.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -3.1% |
| 7D | +4.4% | +0.2% | +4.2% | +4.1% |
| 30D | +3.4% | -0.5% | +4.0% | +3.6% |
| 3M | -19.2% | +9.7% | -28.9% | -24.3% |
| 6M | -22.6% | +33.9% | -56.5% | -37.0% |
| YTD | -31.5% | +49.0% | -80.5% | -48.2% |
| 1Y | -73.1% | +42.1% | -115.2% | -79.0% |
| 3Y | +55.0% | +51.9% | +3.1% | +12.4% |
| All | -3.6% | +48.4% | -52.0% | -34.2% |
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