+82.9%
ED vs SM
-11.5%
+94.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | +1.6% | -25.9% | +27.6% | +1.7% |
| 30D | +13.3% | -15.1% | +28.4% | +13.3% |
| 3M | +9.7% | +4.9% | +4.8% | +9.6% |
| 6M | +12.8% | +6.1% | +6.6% | +12.6% |
| YTD | +22.3% | +63.4% | -41.1% | +21.8% |
| 1Y | +26.3% | +72.5% | -46.2% | +25.7% |
| 3Y | +45.0% | -16.9% | +61.9% | +44.8% |
| All | +82.9% | -11.5% | +94.4% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling