+82.6%
SMR vs ETR
+148.1%
-65.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -2.6% |
| 7D | +13.1% | +0.4% | +12.7% | +12.9% |
| 30D | +17.8% | +2.0% | +15.7% | +16.3% |
| 3M | +8.1% | -1.7% | +9.8% | +8.7% |
| 6M | -11.1% | +3.6% | -14.7% | -15.4% |
| YTD | -23.7% | +18.0% | -41.8% | -34.8% |
| 1Y | -69.4% | +26.2% | -95.6% | -74.8% |
| All | +82.6% | +148.1% | -65.5% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling