-79.9%
SMR vs ED
+24.8%
-104.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -1.2% |
| 7D | -8.3% | +2.1% | -10.3% | -5.2% |
| 30D | -20.1% | +10.4% | -30.5% | -7.0% |
| 3M | -52.7% | +12.5% | -65.2% | -43.5% |
| 6M | -61.0% | +14.9% | -76.0% | -50.8% |
| YTD | -67.1% | +24.8% | -91.9% | -51.0% |
| 1Y | -79.9% | +23.8% | -103.7% | -70.1% |
| All | -79.9% | +24.8% | -104.6% | -70.1% |
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