+1.5%
SMR vs ET
+206.2%
-204.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +4.7% | +1.4% | +3.4% | +3.5% |
| 30D | +3.2% | +4.6% | -1.3% | -1.3% |
| 3M | +9.9% | +16.0% | -6.1% | -5.7% |
| 6M | -15.1% | +22.8% | -37.9% | -32.3% |
| YTD | -27.9% | +38.9% | -66.8% | -49.2% |
| 1Y | -70.2% | +34.1% | -104.3% | -78.2% |
| 3Y | +72.5% | +98.8% | -26.3% | +3.6% |
| All | +1.5% | +206.2% | -204.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling