-3.6%
SMR vs ED
+45.0%
-48.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -1.0% |
| 7D | +4.4% | -0.2% | +4.6% | +4.3% |
| 30D | +3.4% | -0.1% | +3.6% | +3.4% |
| 3M | -19.2% | +3.9% | -23.1% | -17.9% |
| 6M | -22.6% | -3.0% | -19.6% | -22.5% |
| YTD | -31.5% | +10.7% | -42.2% | -29.8% |
| 1Y | -73.1% | +13.3% | -86.4% | -72.3% |
| 3Y | +55.0% | +34.5% | +20.5% | +42.7% |
| All | -3.6% | +45.0% | -48.6% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling