-14.4%
SMR vs BRKR
-22.7%
+8.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.4% | -15.6% |
| 7D | -11.2% | -8.7% | -2.6% | -8.7% |
| 30D | -10.2% | -9.9% | -0.4% | -7.2% |
| 3M | -10.0% | -3.1% | -6.9% | -10.8% |
| 6M | -30.5% | +45.5% | -75.9% | -40.2% |
| YTD | -39.2% | +13.7% | -52.9% | -43.7% |
| 1Y | -75.5% | +67.4% | -143.0% | -79.7% |
| 3Y | +45.4% | -13.2% | +58.7% | +42.4% |
| All | -14.4% | -22.7% | +8.2% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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