+63.0%
EL vs SM
+10.6%
+52.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.5% | -1.5% |
| 7D | +0.3% | +0.3% | -0.1% | +0.2% |
| 30D | +12.3% | -17.3% | +29.6% | +13.9% |
| 3M | +28.4% | -3.6% | +32.0% | +28.1% |
| 6M | +36.7% | +2.9% | +33.8% | +34.7% |
| YTD | +8.4% | +70.2% | -61.8% | +0.8% |
| 1Y | +25.4% | +66.5% | -41.1% | +16.8% |
| 3Y | +3.4% | -8.2% | +11.6% | +0.6% |
| 5Y | -64.8% | -1.5% | -63.3% | -66.6% |
| 10Y | +63.0% | +11.9% | +51.1% | +21.0% |
| All | +63.0% | +10.6% | +52.4% | +21.0% |
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