-85.6%
SMR vs BLK
+17.9%
-103.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.4% | -9.9% | -9.7% |
| 7D | -9.5% | +5.7% | -15.3% | -14.7% |
| 30D | -33.2% | +14.8% | -48.0% | -42.3% |
| 3M | -45.9% | +8.8% | -54.7% | -50.8% |
| 6M | -57.9% | +17.6% | -75.5% | -65.2% |
| YTD | -63.8% | +16.3% | -80.1% | -71.2% |
| 1Y | -85.6% | +18.0% | -103.6% | -88.8% |
| All | -85.6% | +17.9% | -103.5% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling