-81.4%
SMR vs EW
+24.1%
-105.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | +4.9% | +5.4% | +8.2% |
| 30D | -25.7% | +24.1% | -49.8% | -32.3% |
| 3M | -49.7% | +13.7% | -63.4% | -52.3% |
| 6M | -59.8% | +32.7% | -92.5% | -65.4% |
| YTD | -66.0% | +24.1% | -90.1% | -69.0% |
| 1Y | -81.4% | +23.6% | -105.1% | -83.0% |
| All | -81.4% | +24.1% | -105.6% | -83.0% |
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