-79.9%
SMR vs EWT
+56.8%
-136.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.5% |
| 7D | -8.3% | +9.1% | -17.4% | -19.1% |
| 30D | -20.1% | -12.2% | -7.8% | -4.6% |
| 3M | -52.7% | -9.4% | -43.3% | -46.5% |
| 6M | -61.0% | +2.7% | -63.7% | -64.2% |
| YTD | -67.1% | +53.3% | -120.4% | -85.6% |
| 1Y | -79.9% | +59.2% | -139.0% | -91.8% |
| All | -79.9% | +56.8% | -136.6% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling