+1.5%
SMR vs EL
-64.8%
+66.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -4.7% |
| 7D | +4.7% | -4.4% | +9.1% | +6.4% |
| 30D | +3.2% | +10.3% | -7.0% | -0.7% |
| 3M | +9.9% | +13.4% | -3.5% | +4.6% |
| 6M | -15.1% | +3.1% | -18.2% | -17.3% |
| YTD | -27.9% | -6.9% | -21.0% | -27.8% |
| 1Y | -70.2% | +11.9% | -82.2% | -72.1% |
| 3Y | +72.5% | -33.8% | +106.3% | +78.9% |
| All | +1.5% | -64.8% | +66.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling