+134.3%
ED vs SM
+4.9%
+129.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.2% |
| 7D | -0.1% | -22.3% | +22.2% | -0.3% |
| 30D | +11.6% | -21.4% | +32.9% | +11.4% |
| 3M | +10.5% | +1.4% | +9.2% | +10.6% |
| 6M | +13.2% | +0.1% | +13.1% | +13.3% |
| YTD | +22.1% | +59.0% | -36.8% | +22.7% |
| 1Y | +24.2% | +64.3% | -40.2% | +24.8% |
| 3Y | +46.9% | -13.1% | +60.0% | +47.2% |
| 5Y | +80.8% | -13.9% | +94.7% | +81.6% |
| 10Y | +134.3% | +1.7% | +132.6% | +137.5% |
| All | +134.3% | +4.9% | +129.3% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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