-3.6%
SMR vs EWT
+150.1%
-153.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -3.0% |
| 7D | +4.4% | +4.0% | +0.4% | -0.9% |
| 30D | +3.4% | +10.3% | -6.9% | -8.8% |
| 3M | -19.2% | +6.1% | -25.2% | -24.3% |
| 6M | -22.6% | +56.6% | -79.3% | -55.4% |
| YTD | -31.5% | +76.6% | -108.1% | -66.0% |
| 1Y | -73.1% | +97.9% | -170.9% | -88.2% |
| 3Y | +55.0% | +198.0% | -143.0% | -48.0% |
| All | -3.6% | +150.1% | -153.7% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling