-73.1%
SMR vs ET
+31.4%
-104.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.4% | +0.9% | +3.5% | +4.5% |
| 30D | +3.4% | +7.5% | -4.1% | +3.3% |
| 3M | -19.2% | +11.4% | -30.6% | -19.6% |
| 6M | -22.6% | +18.5% | -41.2% | -29.5% |
| YTD | -31.5% | +37.4% | -68.9% | -48.5% |
| 1Y | -73.1% | +30.9% | -104.0% | -81.7% |
| All | -73.1% | +31.4% | -104.5% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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