+141.8%
ED vs SM
+10.6%
+131.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.6% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +11.2% | -17.3% | +28.5% | +11.0% |
| 3M | +11.8% | -3.6% | +15.4% | +11.8% |
| 6M | +14.1% | +2.9% | +11.2% | +14.2% |
| YTD | +23.0% | +70.2% | -47.2% | +23.6% |
| 1Y | +23.7% | +66.5% | -42.9% | +24.3% |
| 3Y | +47.7% | -8.2% | +55.9% | +48.1% |
| 5Y | +82.6% | -1.5% | +84.1% | +83.7% |
| 10Y | +141.8% | +11.9% | +129.9% | +146.2% |
| All | +141.8% | +10.6% | +131.2% | +146.2% |
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