-66.8%
EL vs SM
+107.8%
-174.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +19.8% | +26.3% | -6.5% | +15.5% |
| 3M | +25.7% | +8.7% | +17.0% | +23.2% |
| 6M | +5.4% | +51.7% | -46.2% | -4.0% |
| YTD | +0.2% | +99.0% | -98.8% | -13.9% |
| 1Y | +20.4% | +34.6% | -14.1% | +11.0% |
| 3Y | -32.1% | -7.8% | -24.4% | -35.9% |
| All | -66.8% | +107.8% | -174.6% | -72.3% |
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