+88.9%
SMR vs BN
+79.0%
+9.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.6% | +17.8% | +18.4% |
| 7D | +21.4% | -1.2% | +22.6% | +22.5% |
| 30D | +13.8% | -10.9% | +24.8% | +30.9% |
| 3M | +3.9% | -11.1% | +15.0% | +19.0% |
| 6M | -4.2% | -4.4% | +0.2% | +1.5% |
| YTD | -21.1% | -14.1% | -7.0% | -5.0% |
| 1Y | -67.1% | -11.1% | -56.0% | -61.3% |
| 3Y | +88.9% | +75.6% | +13.3% | +6.6% |
| All | +88.9% | +79.0% | +9.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling