+7.5%
SMR vs BG
+33.3%
-25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +13.1% | +0.5% | +12.6% | +13.0% |
| 30D | +17.8% | +10.3% | +7.4% | +14.5% |
| 3M | +8.1% | -1.9% | +10.0% | +8.4% |
| 6M | -11.1% | +5.2% | -16.4% | -13.7% |
| YTD | -23.7% | +41.2% | -64.9% | -33.2% |
| 1Y | -69.4% | +50.5% | -119.9% | -73.9% |
| 3Y | +82.6% | +19.9% | +62.7% | +64.1% |
| All | +7.5% | +33.3% | -25.8% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling