+64.9%
EL vs SM
+4.2%
+60.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +7.6% | -19.5% | +27.1% | +9.5% |
| 30D | +15.7% | -20.2% | +35.9% | +17.7% |
| 3M | +30.5% | -6.5% | +37.0% | +30.6% |
| 6M | +32.5% | +1.6% | +31.0% | +30.7% |
| YTD | +9.4% | +61.2% | -51.8% | +2.3% |
| 1Y | +28.4% | +65.4% | -37.0% | +19.5% |
| 3Y | +4.4% | -13.0% | +17.5% | +2.1% |
| 5Y | -64.5% | -4.3% | -60.2% | -66.2% |
| 10Y | +64.9% | +3.0% | +61.9% | +22.8% |
| All | +64.9% | +4.2% | +60.7% | +22.8% |
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