-14.4%
SMR vs EWT
+147.3%
-161.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.8% | -17.5% | -18.1% |
| 7D | -11.2% | -1.1% | -10.1% | -10.4% |
| 30D | -10.2% | +4.5% | -14.7% | -15.5% |
| 3M | -10.0% | +8.3% | -18.3% | -18.8% |
| 6M | -30.5% | +54.2% | -84.7% | -59.3% |
| YTD | -39.2% | +74.6% | -113.8% | -69.5% |
| 1Y | -75.5% | +84.9% | -160.4% | -88.3% |
| 3Y | +45.4% | +197.5% | -152.1% | -50.9% |
| All | -14.4% | +147.3% | -161.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling