-69.4%
SMR vs ED
+15.3%
-84.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -4.6% |
| 7D | +13.1% | -0.2% | +13.2% | +12.3% |
| 30D | +17.8% | +1.9% | +15.8% | +22.2% |
| 3M | +8.1% | +1.9% | +6.2% | +13.8% |
| 6M | -11.1% | -2.3% | -8.8% | -11.9% |
| YTD | -23.7% | +10.9% | -34.6% | +1.3% |
| 1Y | -69.4% | +14.5% | -83.9% | -53.6% |
| All | -69.4% | +15.3% | -84.8% | -53.6% |
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