+7.5%
SMR vs ET
+205.5%
-198.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -4.0% |
| 7D | +13.1% | +0.6% | +12.4% | +12.4% |
| 30D | +17.8% | +5.3% | +12.5% | +12.0% |
| 3M | +8.1% | +15.6% | -7.5% | -7.0% |
| 6M | -11.1% | +20.6% | -31.7% | -27.8% |
| YTD | -23.7% | +38.5% | -62.2% | -46.1% |
| 1Y | -69.4% | +35.7% | -105.1% | -77.9% |
| 3Y | +82.6% | +98.4% | -15.8% | +9.9% |
| All | +7.5% | +205.5% | -198.1% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling