+1.5%
SMR vs BN
+34.3%
-32.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -4.4% |
| 7D | +4.7% | -5.9% | +10.6% | +10.4% |
| 30D | +3.2% | -15.1% | +18.3% | +19.9% |
| 3M | +9.9% | -14.6% | +24.5% | +26.8% |
| 6M | -15.1% | -8.4% | -6.7% | -7.1% |
| YTD | -27.9% | -16.8% | -11.1% | -14.0% |
| 1Y | -70.2% | -14.4% | -55.9% | -64.8% |
| 3Y | +72.5% | +70.1% | +2.4% | +32.7% |
| All | +1.5% | +34.3% | -32.8% | -21.6% |
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