+1.5%
SMR vs BG
+34.4%
-32.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.4% | -5.8% |
| 7D | +4.7% | +3.7% | +1.0% | +3.8% |
| 30D | +3.2% | +12.3% | -9.1% | -0.1% |
| 3M | +9.9% | -2.2% | +12.1% | +10.4% |
| 6M | -15.1% | +5.3% | -20.5% | -17.6% |
| YTD | -27.9% | +42.4% | -70.4% | -37.1% |
| 1Y | -70.2% | +55.2% | -125.4% | -74.8% |
| 3Y | +72.5% | +21.0% | +51.5% | +54.6% |
| All | +1.5% | +34.4% | -32.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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