-3.6%
SMR vs BN
+42.3%
-45.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.4% | -2.5% | +6.9% | +6.8% |
| 30D | +3.4% | -9.5% | +12.9% | +13.6% |
| 3M | -19.2% | -10.4% | -8.8% | -10.6% |
| 6M | -22.6% | -6.4% | -16.3% | -16.8% |
| YTD | -31.5% | -11.9% | -19.7% | -22.3% |
| 1Y | -73.1% | -8.6% | -64.5% | -69.9% |
| 3Y | +55.0% | +77.6% | -22.6% | +14.1% |
| All | -3.6% | +42.3% | -45.8% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling