+88.9%
SMR vs EL
-30.9%
+119.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.1% | +17.3% | +16.2% |
| 7D | +21.4% | +1.7% | +19.7% | +20.3% |
| 30D | +13.8% | +15.5% | -1.6% | +6.6% |
| 3M | +3.9% | +20.6% | -16.6% | -4.6% |
| 6M | -4.2% | +10.5% | -14.7% | -9.9% |
| YTD | -21.1% | -1.9% | -19.2% | -23.0% |
| 1Y | -67.1% | +16.1% | -83.1% | -70.1% |
| 3Y | +88.9% | -30.2% | +119.1% | +126.4% |
| All | +88.9% | -30.9% | +119.8% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling