-3.6%
SMR vs EW
-20.0%
+16.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +4.4% | -0.3% | +4.8% | +4.5% |
| 30D | +3.4% | +1.0% | +2.4% | +3.0% |
| 3M | -19.2% | +2.8% | -22.0% | -20.2% |
| 6M | -22.6% | +5.5% | -28.1% | -24.3% |
| YTD | -31.5% | +5.5% | -37.0% | -33.1% |
| 1Y | -73.1% | +11.0% | -84.1% | -74.3% |
| 3Y | +55.0% | +17.7% | +37.3% | +39.0% |
| All | -3.6% | -20.0% | +16.4% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling