+1,789.8%
ED vs SM
+1,302.7%
+487.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.4% |
| 7D | +1.6% | -25.9% | +27.6% | +2.3% |
| 30D | +13.3% | -15.1% | +28.4% | +13.7% |
| 3M | +9.7% | +4.9% | +4.8% | +9.5% |
| 6M | +12.8% | +6.1% | +6.6% | +12.4% |
| YTD | +22.3% | +63.4% | -41.1% | +20.5% |
| 1Y | +26.3% | +72.5% | -46.2% | +24.3% |
| 3Y | +45.0% | -16.9% | +61.9% | +44.3% |
| 5Y | +80.2% | -10.6% | +90.8% | +77.6% |
| 10Y | +129.9% | +11.3% | +118.6% | +114.0% |
| All | +1,789.8% | +1,302.7% | +487.2% | +1,357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling