-85.6%
SMR vs EMR
+25.6%
-111.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -7.6% |
| 7D | -9.5% | +1.6% | -11.2% | -11.5% |
| 30D | -33.2% | +5.0% | -38.2% | -37.3% |
| 3M | -45.9% | +7.7% | -53.6% | -51.6% |
| 6M | -57.9% | +26.8% | -84.6% | -70.1% |
| YTD | -63.8% | +29.9% | -93.7% | -76.4% |
| 1Y | -85.6% | +25.7% | -111.3% | -90.1% |
| All | -85.6% | +25.6% | -111.2% | -90.1% |
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