+7.5%
SMR vs BR
+25.7%
-18.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | +13.1% | -5.0% | +18.1% | +13.9% |
| 30D | +17.8% | -2.5% | +20.2% | +18.1% |
| 3M | +8.1% | +13.5% | -5.4% | +5.4% |
| 6M | -11.1% | -9.4% | -1.7% | -8.4% |
| YTD | -23.7% | -23.3% | -0.4% | -17.5% |
| 1Y | -69.4% | -31.6% | -37.8% | -65.6% |
| 3Y | +82.6% | -5.1% | +87.7% | +81.9% |
| All | +7.5% | +25.7% | -18.3% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling