-70.2%
SMR vs EMR
+13.6%
-83.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -3.7% |
| 7D | +4.7% | -1.2% | +5.9% | +6.5% |
| 30D | +3.2% | -9.4% | +12.7% | +18.5% |
| 3M | +9.9% | +8.6% | +1.3% | -4.3% |
| 6M | -15.1% | +6.7% | -21.8% | -23.5% |
| YTD | -27.9% | +13.1% | -41.0% | -41.6% |
| 1Y | -70.2% | +12.7% | -83.0% | -75.6% |
| All | -70.2% | +13.6% | -83.8% | -75.6% |
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