-52.1%
SMR vs EL
-59.7%
+7.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.2% | -7.2% |
| 7D | +10.3% | +2.7% | +7.6% | +9.4% |
| 30D | -25.7% | +10.8% | -36.5% | -28.4% |
| 3M | -49.7% | +26.5% | -76.2% | -54.1% |
| 6M | -59.8% | +31.1% | -91.0% | -64.0% |
| YTD | -66.0% | +6.6% | -72.6% | -67.7% |
| 1Y | -81.4% | +21.8% | -103.2% | -83.2% |
| 3Y | +130.6% | +1.8% | +128.9% | +111.9% |
| All | -52.1% | -59.7% | +7.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling