-3.6%
SMR vs BP
+91.1%
-94.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.4% | +3.9% | +0.5% | +2.6% |
| 30D | +3.4% | +7.6% | -4.2% | -0.3% |
| 3M | -19.2% | +0.7% | -19.9% | -20.1% |
| 6M | -22.6% | +15.5% | -38.1% | -31.4% |
| YTD | -31.5% | +30.8% | -62.4% | -43.5% |
| 1Y | -73.1% | +34.3% | -107.4% | -78.3% |
| 3Y | +55.0% | +35.1% | +19.9% | +23.9% |
| All | -3.6% | +91.1% | -94.7% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling