-14.4%
SMR vs EL
-64.6%
+50.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -15.9% |
| 7D | -11.2% | -6.5% | -4.7% | -9.1% |
| 30D | -10.2% | +11.1% | -21.4% | -14.0% |
| 3M | -10.0% | +10.7% | -20.7% | -13.7% |
| 6M | -30.5% | +6.9% | -37.3% | -33.1% |
| YTD | -39.2% | -6.3% | -32.9% | -39.3% |
| 1Y | -75.5% | +13.5% | -89.0% | -77.2% |
| 3Y | +45.4% | -33.1% | +78.5% | +50.3% |
| All | -14.4% | -64.6% | +50.2% | -6.4% |
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