-85.6%
SMR vs BN
-3.9%
-81.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.5% | -10.5% |
| 7D | -9.5% | +12.0% | -21.5% | -20.8% |
| 30D | -33.2% | +17.0% | -50.2% | -44.3% |
| 3M | -45.9% | -3.2% | -42.7% | -43.8% |
| 6M | -57.9% | -3.9% | -54.0% | -55.9% |
| YTD | -63.8% | -5.6% | -58.2% | -62.5% |
| 1Y | -85.6% | -4.7% | -80.9% | -85.3% |
| All | -85.6% | -3.9% | -81.7% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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