+11.1%
SMR vs EW
-22.8%
+33.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.5% | +18.8% | +16.5% |
| 7D | +21.4% | -4.4% | +25.8% | +23.1% |
| 30D | +13.8% | -3.3% | +17.2% | +15.0% |
| 3M | +3.9% | +1.0% | +2.9% | +2.9% |
| 6M | -4.2% | +6.2% | -10.4% | -6.6% |
| YTD | -21.1% | +1.7% | -22.8% | -22.0% |
| 1Y | -67.1% | +8.1% | -75.2% | -68.3% |
| 3Y | +88.9% | +17.1% | +71.8% | +70.4% |
| All | +11.1% | -22.8% | +33.9% | +0.9% |
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