-66.0%
EL vs SM
-11.5%
-54.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +2.1% |
| 7D | +0.8% | -25.9% | +26.7% | +4.7% |
| 30D | +16.5% | -15.1% | +31.6% | +18.6% |
| 3M | +29.2% | +4.9% | +24.3% | +26.6% |
| 6M | +27.9% | +6.1% | +21.8% | +23.6% |
| YTD | +6.2% | +63.4% | -57.2% | -7.6% |
| 1Y | +27.2% | +72.5% | -45.3% | +9.2% |
| 3Y | +3.2% | -16.9% | +20.1% | -2.2% |
| All | -66.0% | -11.5% | -54.4% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling