+3.8%
EL vs SM
-3.9%
+7.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.5% | +9.4% | -7.9% | +0.5% |
| 30D | +10.0% | -14.4% | +24.4% | +11.6% |
| 3M | +28.4% | +1.6% | +26.9% | +26.7% |
| 6M | +37.1% | +6.3% | +30.7% | +32.8% |
| YTD | +7.8% | +78.8% | -71.0% | -10.3% |
| 1Y | +26.0% | +83.1% | -57.1% | +4.0% |
| 3Y | +3.8% | -5.9% | +9.7% | -11.0% |
| All | +3.8% | -3.9% | +7.8% | -11.0% |
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 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