-85.6%
SMR vs EQT
-3.4%
-82.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -4.2% |
| 7D | -9.5% | -6.6% | -2.9% | -9.0% |
| 30D | -33.2% | +2.7% | -35.9% | -33.2% |
| 3M | -45.9% | -0.2% | -45.8% | -45.8% |
| 6M | -57.9% | -10.6% | -47.3% | -56.9% |
| YTD | -63.8% | -1.2% | -62.6% | -63.8% |
| 1Y | -85.6% | -4.9% | -80.7% | -86.2% |
| All | -85.6% | -3.4% | -82.2% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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