+7.5%
SMR vs BP
+99.2%
-91.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -4.1% |
| 7D | +13.1% | +4.0% | +9.1% | +11.2% |
| 30D | +17.8% | +7.8% | +9.9% | +13.7% |
| 3M | +8.1% | +8.4% | -0.3% | +3.0% |
| 6M | -11.1% | +15.1% | -26.2% | -20.2% |
| YTD | -23.7% | +36.4% | -60.1% | -38.2% |
| 1Y | -69.4% | +40.9% | -110.3% | -75.9% |
| 3Y | +82.6% | +38.8% | +43.8% | +44.5% |
| All | +7.5% | +99.2% | -91.8% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling