+149.8%
SMR vs ED
+47.3%
+102.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -3.3% |
| 7D | -2.8% | +2.1% | -4.9% | -0.4% |
| 30D | -27.5% | +12.4% | -39.9% | -18.6% |
| 3M | -43.1% | +13.1% | -56.3% | -35.9% |
| 6M | -58.4% | +14.1% | -72.5% | -52.1% |
| YTD | -63.2% | +23.1% | -86.2% | -54.6% |
| 1Y | -81.6% | +25.4% | -107.1% | -76.9% |
| 3Y | +149.8% | +47.9% | +101.9% | +176.9% |
| All | +149.8% | +47.3% | +102.5% | +176.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling