-73.1%
SMR vs BP
+34.1%
-107.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | +4.4% | +3.9% | +0.5% | +5.2% |
| 30D | +3.4% | +7.6% | -4.2% | +4.8% |
| 3M | -19.2% | +0.7% | -19.9% | -17.4% |
| 6M | -22.6% | +15.5% | -38.1% | -28.6% |
| YTD | -31.5% | +30.8% | -62.4% | -39.0% |
| 1Y | -73.1% | +34.3% | -107.4% | -75.0% |
| All | -73.1% | +34.1% | -107.2% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling