+7.5%
SMR vs ED
+45.3%
-37.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.5% |
| 7D | +13.1% | -0.2% | +13.2% | +13.0% |
| 30D | +17.8% | +1.9% | +15.8% | +18.6% |
| 3M | +8.1% | +1.9% | +6.2% | +9.0% |
| 6M | -11.1% | -2.3% | -8.8% | -10.9% |
| YTD | -23.7% | +10.9% | -34.6% | -21.7% |
| 1Y | -69.4% | +14.5% | -83.9% | -68.5% |
| 3Y | +82.6% | +33.4% | +49.2% | +68.7% |
| All | +7.5% | +45.3% | -37.8% | -1.6% |
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