+11.1%
SMR vs ETR
+140.9%
-129.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.2% | +14.1% | +14.7% |
| 7D | +21.4% | +1.4% | +20.0% | +20.6% |
| 30D | +13.8% | +1.9% | +12.0% | +12.8% |
| 3M | +3.9% | +1.0% | +2.9% | +3.0% |
| 6M | -4.2% | +4.8% | -9.0% | -8.2% |
| YTD | -21.1% | +19.5% | -40.6% | -30.2% |
| 1Y | -67.1% | +28.1% | -95.2% | -71.7% |
| 3Y | +88.9% | +151.1% | -62.3% | +22.4% |
| All | +11.1% | +140.9% | -129.8% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling