+1.5%
SMR vs EQT
+149.5%
-148.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +4.7% | -1.2% | +5.9% | +5.3% |
| 30D | +3.2% | +1.1% | +2.2% | +2.6% |
| 3M | +9.9% | +4.8% | +5.1% | +6.3% |
| 6M | -15.1% | -10.6% | -4.5% | -11.6% |
| YTD | -27.9% | +3.4% | -31.4% | -30.8% |
| 1Y | -70.2% | +8.7% | -78.9% | -72.3% |
| 3Y | +72.5% | +35.0% | +37.5% | +52.6% |
| All | +1.5% | +149.5% | -148.0% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling