+88.9%
SMR vs ED
+35.1%
+53.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.9% | +14.3% | +15.9% |
| 7D | +21.4% | +0.5% | +20.9% | +21.7% |
| 30D | +13.8% | +1.1% | +12.8% | +14.7% |
| 3M | +3.9% | +4.6% | -0.7% | +7.9% |
| 6M | -4.2% | -2.0% | -2.2% | -3.5% |
| YTD | -21.1% | +11.7% | -32.8% | -14.8% |
| 1Y | -67.1% | +15.7% | -82.8% | -63.7% |
| 3Y | +88.9% | +34.4% | +54.5% | +59.2% |
| All | +88.9% | +35.1% | +53.7% | +59.2% |
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