-79.9%
SMR vs EAT
+75.7%
-155.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | -8.3% | -4.0% | -4.3% | -7.4% |
| 30D | -20.1% | -2.9% | -17.2% | -19.7% |
| 3M | -52.7% | -16.9% | -35.8% | -50.7% |
| 6M | -61.0% | +57.0% | -118.0% | -69.1% |
| YTD | -67.1% | +38.2% | -105.3% | -71.8% |
| 1Y | -79.9% | +69.3% | -149.2% | -82.4% |
| All | -79.9% | +75.7% | -155.6% | -82.4% |
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