+7.5%
SMR vs EAT
+410.8%
-403.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.1% |
| 7D | +13.1% | -6.8% | +19.9% | +15.8% |
| 30D | +17.8% | -5.4% | +23.1% | +19.0% |
| 3M | +8.1% | +42.8% | -34.7% | -7.5% |
| 6M | -11.1% | +56.5% | -67.6% | -27.2% |
| YTD | -23.7% | +50.0% | -73.7% | -36.5% |
| 1Y | -69.4% | +38.3% | -107.7% | -74.1% |
| 3Y | +82.6% | +591.6% | -509.0% | +6.7% |
| All | +7.5% | +410.8% | -403.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling