+20.4%
EL vs SM
+36.8%
-16.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +2.7% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +19.8% | +25.6% | -5.7% | +22.3% |
| 3M | +25.7% | +8.0% | +17.7% | +27.4% |
| 6M | +5.4% | +50.8% | -45.3% | +4.4% |
| YTD | +0.2% | +97.9% | -97.7% | -5.9% |
| 1Y | +20.4% | +33.8% | -13.4% | +12.1% |
| All | +20.4% | +36.8% | -16.3% | +12.1% |
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