-48.0%
SMR vs BP
+97.4%
-145.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | -21.9% | -3.1% | -18.8% | -21.1% |
| 3M | -47.1% | +6.2% | -53.3% | -48.9% |
| 6M | -60.6% | +4.8% | -65.4% | -62.3% |
| YTD | -63.1% | +35.2% | -98.3% | -70.2% |
| 1Y | -80.4% | +27.4% | -107.9% | -83.6% |
| 3Y | +150.2% | +49.8% | +100.5% | +89.2% |
| All | -48.0% | +97.4% | -145.4% | -64.1% |
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