+7.5%
SMR vs BN
+36.0%
-28.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -1.5% |
| 7D | +13.1% | -3.0% | +16.1% | +15.9% |
| 30D | +17.8% | -13.0% | +30.8% | +33.8% |
| 3M | +8.1% | -15.2% | +23.3% | +25.7% |
| 6M | -11.1% | -5.9% | -5.2% | -5.1% |
| YTD | -23.7% | -15.8% | -7.9% | -10.1% |
| 1Y | -69.4% | -12.2% | -57.2% | -64.6% |
| 3Y | +82.6% | +72.2% | +10.4% | +38.9% |
| All | +7.5% | +36.0% | -28.5% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling