-85.6%
SMR vs ED
+27.1%
-112.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | 0.0% |
| 7D | -9.5% | +5.4% | -14.9% | -1.9% |
| 30D | -33.2% | +16.4% | -49.6% | -15.1% |
| 3M | -45.9% | +11.9% | -57.8% | -36.1% |
| 6M | -57.9% | +11.6% | -69.4% | -48.7% |
| YTD | -63.8% | +24.1% | -87.9% | -43.3% |
| 1Y | -85.6% | +26.9% | -112.5% | -75.6% |
| All | -85.6% | +27.1% | -112.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling