+45.4%
SMR vs BLK
+66.0%
-20.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -17.6% |
| 7D | -11.2% | -3.3% | -7.9% | -8.2% |
| 30D | -10.2% | -6.5% | -3.7% | -3.3% |
| 3M | -10.0% | +6.7% | -16.8% | -19.1% |
| 6M | -30.5% | +14.7% | -45.2% | -41.6% |
| YTD | -39.2% | +2.5% | -41.8% | -42.1% |
| 1Y | -75.5% | -2.8% | -72.8% | -74.6% |
| 3Y | +45.4% | +65.9% | -20.4% | -30.9% |
| All | +45.4% | +66.0% | -20.5% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling