-61.0%
SMR vs EWT
+3.6%
-64.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.5% |
| 7D | -8.3% | +9.1% | -17.4% | -18.1% |
| 30D | -20.1% | -12.2% | -7.8% | -6.5% |
| 3M | -52.7% | -9.4% | -43.3% | -47.3% |
| 6M | -61.0% | +2.7% | -63.7% | -64.5% |
| All | -61.0% | +3.6% | -64.6% | -64.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling