-75.5%
SMR vs ETR
+21.8%
-97.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.5% |
| 7D | -11.2% | -1.8% | -9.4% | -10.5% |
| 30D | -10.2% | -1.8% | -8.5% | -9.6% |
| 3M | -10.0% | -3.6% | -6.5% | -9.3% |
| 6M | -30.5% | +2.6% | -33.1% | -35.6% |
| YTD | -39.2% | +16.0% | -55.3% | -55.0% |
| 1Y | -75.5% | +20.1% | -95.7% | -81.7% |
| All | -75.5% | +21.8% | -97.3% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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