-59.8%
SMR vs EMR
+21.1%
-80.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.8% | -7.7% |
| 7D | +10.3% | +2.7% | +7.6% | +7.3% |
| 30D | -25.7% | +2.1% | -27.8% | -26.5% |
| 3M | -49.7% | +2.3% | -52.0% | -49.6% |
| 6M | -59.8% | +22.5% | -82.3% | -69.6% |
| All | -59.8% | +21.1% | -80.9% | -69.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling