-52.1%
SMR vs EW
-5.8%
-46.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | +4.9% | +5.4% | +8.5% |
| 30D | -25.7% | +24.1% | -49.8% | -31.3% |
| 3M | -49.7% | +13.7% | -63.4% | -52.1% |
| 6M | -59.8% | +32.7% | -92.5% | -63.9% |
| YTD | -66.0% | +24.1% | -90.1% | -68.7% |
| 1Y | -81.4% | +23.6% | -105.1% | -82.9% |
| 3Y | +130.6% | +64.8% | +65.9% | +87.2% |
| All | -52.1% | -5.8% | -46.3% | -59.6% |
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