-70.2%
SMR vs EW
+8.2%
-78.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.2% | -5.7% |
| 7D | +4.7% | -3.4% | +8.1% | +5.2% |
| 30D | +3.2% | -7.4% | +10.6% | +5.0% |
| 3M | +9.9% | +0.9% | +9.0% | +8.9% |
| 6M | -15.1% | +1.2% | -16.3% | -16.6% |
| YTD | -27.9% | +1.8% | -29.7% | -30.3% |
| 1Y | -70.2% | +10.8% | -81.1% | -67.0% |
| All | -70.2% | +8.2% | -78.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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