+104.0%
ED vs SM
+12.3%
+91.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.9% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | +1.1% | +31.5% | -30.4% | +1.3% |
| 3M | +4.6% | +17.3% | -12.7% | +4.8% |
| 6M | -2.0% | +48.5% | -50.5% | -1.6% |
| YTD | +11.7% | +106.3% | -94.6% | +12.4% |
| 1Y | +15.7% | +47.3% | -31.6% | +16.2% |
| 3Y | +34.4% | -1.4% | +35.8% | +34.7% |
| 5Y | +67.3% | +114.0% | -46.7% | +69.5% |
| 10Y | +104.0% | +12.5% | +91.5% | +110.7% |
| All | +104.0% | +12.3% | +91.7% | +110.7% |
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