-52.1%
SMR vs BN
+47.2%
-99.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -6.9% |
| 7D | +10.3% | -0.3% | +10.6% | +10.7% |
| 30D | -25.7% | +13.6% | -39.3% | -34.3% |
| 3M | -49.7% | -6.7% | -43.1% | -46.7% |
| 6M | -59.8% | -9.0% | -50.9% | -56.4% |
| YTD | -66.0% | -8.8% | -57.2% | -62.9% |
| 1Y | -81.4% | -10.6% | -70.8% | -79.3% |
| 3Y | +130.6% | +98.8% | +31.9% | +57.4% |
| All | -52.1% | +47.2% | -99.3% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling