+141.3%
ED vs SM
+4.2%
+137.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.8% |
| 7D | +2.1% | -19.5% | +21.6% | +2.0% |
| 30D | +12.4% | -20.2% | +32.6% | +12.2% |
| 3M | +13.1% | -6.5% | +19.6% | +13.1% |
| 6M | +14.1% | +1.6% | +12.5% | +14.1% |
| YTD | +23.1% | +61.2% | -38.2% | +23.6% |
| 1Y | +25.4% | +65.4% | -39.9% | +26.1% |
| 3Y | +47.9% | -13.0% | +60.9% | +48.1% |
| 5Y | +81.9% | -4.3% | +86.1% | +82.9% |
| 10Y | +141.3% | +3.0% | +138.2% | +144.6% |
| All | +141.3% | +4.2% | +137.1% | +144.6% |
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