-52.1%
SMR vs EAT
+368.8%
-420.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.3% | -7.3% |
| 7D | +10.3% | -7.1% | +17.4% | +13.0% |
| 30D | -25.7% | -2.3% | -23.4% | -25.5% |
| 3M | -49.7% | -19.6% | -30.1% | -46.4% |
| 6M | -59.8% | +46.0% | -105.9% | -66.6% |
| YTD | -66.0% | +37.7% | -103.7% | -71.1% |
| 1Y | -81.4% | +73.8% | -155.2% | -85.7% |
| 3Y | +130.6% | +482.1% | -351.4% | +39.5% |
| All | -52.1% | +368.8% | -420.9% | -72.8% |
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