-75.5%
SMR vs EAT
+37.8%
-113.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.6% | -15.4% |
| 7D | -11.2% | -7.7% | -3.5% | -9.8% |
| 30D | -10.2% | -13.6% | +3.4% | -7.5% |
| 3M | -10.0% | +33.9% | -43.9% | -19.2% |
| 6M | -30.5% | +47.2% | -77.7% | -38.9% |
| YTD | -39.2% | +48.1% | -87.3% | -46.0% |
| 1Y | -75.5% | +33.7% | -109.2% | -74.7% |
| All | -75.5% | +37.8% | -113.3% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling