-73.1%
SMR vs EMR
+19.4%
-92.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -2.9% |
| 7D | +4.4% | -1.5% | +5.9% | +6.5% |
| 30D | +3.4% | -5.6% | +9.0% | +11.7% |
| 3M | -19.2% | +7.9% | -27.1% | -28.5% |
| 6M | -22.6% | +6.0% | -28.7% | -28.9% |
| YTD | -31.5% | +16.4% | -48.0% | -46.5% |
| 1Y | -73.1% | +16.6% | -89.7% | -78.8% |
| All | -73.1% | +19.4% | -92.5% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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