+15.7%
ED vs SM
+46.7%
-31.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.2% |
| 3M | +4.6% | +17.3% | -12.7% | +4.6% |
| 6M | -2.0% | +48.5% | -50.5% | -1.7% |
| YTD | +11.7% | +106.3% | -94.6% | +11.8% |
| 1Y | +15.7% | +47.3% | -31.6% | +14.7% |
| All | +15.7% | +46.7% | -31.0% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling