-48.0%
SMR vs ED
+61.1%
-109.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.9% | -0.9% | +2.9% | +1.8% |
| 30D | -21.9% | +11.2% | -33.1% | -18.8% |
| 3M | -47.1% | +11.8% | -58.9% | -44.9% |
| 6M | -60.6% | +14.1% | -74.7% | -58.6% |
| YTD | -63.1% | +23.0% | -86.1% | -60.7% |
| 1Y | -80.4% | +23.7% | -104.1% | -79.1% |
| 3Y | +150.2% | +47.7% | +102.5% | +141.0% |
| All | -48.0% | +61.1% | -109.1% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling