-75.5%
SMR vs ET
+33.4%
-109.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.8% | -14.8% | -15.7% |
| 7D | -11.2% | +0.2% | -11.5% | -11.2% |
| 30D | -10.2% | +2.9% | -13.1% | -9.9% |
| 3M | -10.0% | +16.8% | -26.8% | -12.4% |
| 6M | -30.5% | +18.9% | -49.3% | -36.5% |
| YTD | -39.2% | +37.7% | -76.9% | -54.5% |
| 1Y | -75.5% | +32.4% | -108.0% | -85.0% |
| All | -75.5% | +33.4% | -109.0% | -85.0% |
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