+3.2%
EL vs SM
-20.0%
+23.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +2.1% |
| 7D | +0.8% | -25.9% | +26.7% | +4.0% |
| 30D | +16.5% | -15.1% | +31.6% | +18.2% |
| 3M | +29.2% | +4.9% | +24.3% | +26.5% |
| 6M | +27.9% | +6.1% | +21.8% | +23.1% |
| YTD | +6.2% | +63.4% | -57.2% | -10.4% |
| 1Y | +27.2% | +72.5% | -45.3% | +5.4% |
| 3Y | +3.2% | -16.9% | +20.1% | -7.4% |
| All | +3.2% | -20.0% | +23.2% | -7.4% |
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