-48.0%
SMR vs EW
-5.8%
-42.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +1.9% | +6.5% | -4.5% | -0.3% |
| 30D | -21.9% | +22.5% | -44.4% | -27.5% |
| 3M | -47.1% | +13.0% | -60.1% | -49.5% |
| 6M | -60.6% | +37.1% | -97.8% | -65.2% |
| YTD | -63.1% | +24.1% | -87.2% | -66.1% |
| 1Y | -80.4% | +24.2% | -104.7% | -82.0% |
| 3Y | +150.2% | +64.8% | +85.5% | +103.2% |
| All | -48.0% | -5.8% | -42.2% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling