-53.7%
SMR vs ETR
+148.2%
-201.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -8.3% | +1.2% | -9.4% | -8.8% |
| 30D | -20.1% | +7.0% | -27.1% | -22.7% |
| 3M | -52.7% | +4.6% | -57.3% | -53.7% |
| 6M | -61.0% | +0.1% | -61.2% | -61.2% |
| YTD | -67.1% | +23.2% | -90.3% | -71.3% |
| 1Y | -79.9% | +20.6% | -100.5% | -82.2% |
| 3Y | +101.7% | +156.3% | -54.5% | +29.4% |
| All | -53.7% | +148.2% | -201.9% | -68.5% |
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 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