+7.5%
SMR vs BLK
+62.7%
-55.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.6% |
| 7D | +13.1% | -2.7% | +15.7% | +15.4% |
| 30D | +17.8% | -4.8% | +22.5% | +22.3% |
| 3M | +8.1% | +6.5% | +1.6% | +1.6% |
| 6M | -11.1% | +13.1% | -24.3% | -19.1% |
| YTD | -23.7% | +1.8% | -25.5% | -24.8% |
| 1Y | -69.4% | -1.0% | -68.4% | -68.7% |
| 3Y | +82.6% | +66.0% | +16.6% | +41.8% |
| All | +7.5% | +62.7% | -55.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling