+7.5%
SMR vs ETR
+137.9%
-130.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.1% | -2.7% |
| 7D | +13.1% | +0.4% | +12.7% | +13.0% |
| 30D | +17.8% | +2.0% | +15.7% | +16.5% |
| 3M | +8.1% | -1.7% | +9.8% | +8.7% |
| 6M | -11.1% | +3.6% | -14.7% | -14.3% |
| YTD | -23.7% | +18.0% | -41.8% | -32.1% |
| 1Y | -69.4% | +26.2% | -95.6% | -73.5% |
| 3Y | +82.6% | +148.0% | -65.4% | +19.1% |
| All | +7.5% | +137.9% | -130.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling