+108.7%
SMR vs EAT
+474.6%
-366.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.3% | -7.1% |
| 7D | +10.3% | -7.1% | +17.4% | +14.2% |
| 30D | -25.7% | -2.3% | -23.4% | -25.5% |
| 3M | -49.7% | -19.6% | -30.1% | -44.8% |
| 6M | -59.8% | +46.0% | -105.9% | -69.9% |
| YTD | -66.0% | +37.7% | -103.7% | -73.8% |
| 1Y | -81.4% | +73.8% | -155.2% | -87.9% |
| All | +108.7% | +474.6% | -366.0% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling