-30.2%
EL vs SM
-2.8%
-27.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.6% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | +15.5% | +31.5% | -16.0% | +10.8% |
| 3M | +20.6% | +17.3% | +3.2% | +17.0% |
| 6M | +10.5% | +48.5% | -38.0% | +0.1% |
| YTD | -1.9% | +106.3% | -108.1% | -18.8% |
| 1Y | +16.1% | +47.3% | -31.2% | +4.0% |
| 3Y | -30.2% | -1.4% | -28.8% | -38.4% |
| All | -30.2% | -2.8% | -27.5% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling