-14.4%
SMR vs BR
+25.5%
-39.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.4% | -15.6% |
| 7D | -11.2% | -3.0% | -8.3% | -10.9% |
| 30D | -10.2% | -0.3% | -9.9% | -10.2% |
| 3M | -10.0% | +17.3% | -27.3% | -13.0% |
| 6M | -30.5% | -6.7% | -23.8% | -28.8% |
| YTD | -39.2% | -23.4% | -15.8% | -34.3% |
| 1Y | -75.5% | -32.7% | -42.9% | -72.3% |
| 3Y | +45.4% | -5.9% | +51.3% | +45.2% |
| All | -14.4% | +25.5% | -39.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling