-3.6%
SMR vs EMR
+79.7%
-83.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -2.4% |
| 7D | +4.4% | -1.5% | +5.9% | +6.0% |
| 30D | +3.4% | -5.6% | +9.0% | +9.7% |
| 3M | -19.2% | +7.9% | -27.1% | -25.7% |
| 6M | -22.6% | +6.0% | -28.7% | -26.9% |
| YTD | -31.5% | +16.4% | -48.0% | -40.1% |
| 1Y | -73.1% | +16.6% | -89.7% | -76.2% |
| 3Y | +55.0% | +62.9% | -7.9% | +8.6% |
| All | -3.6% | +79.7% | -83.3% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling