+101.7%
SMR vs EW
+62.8%
+39.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.8% |
| 7D | -8.3% | +4.9% | -13.2% | -10.0% |
| 30D | -20.1% | +23.9% | -44.0% | -26.9% |
| 3M | -52.7% | +15.8% | -68.5% | -55.6% |
| 6M | -61.0% | +31.7% | -92.7% | -65.5% |
| YTD | -67.1% | +25.7% | -92.8% | -70.3% |
| 1Y | -79.9% | +24.4% | -104.3% | -81.7% |
| 3Y | +101.7% | +65.9% | +35.9% | +40.5% |
| All | +101.7% | +62.8% | +39.0% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling