-3.6%
SMR vs EL
-62.1%
+58.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.6% |
| 7D | +4.4% | +0.8% | +3.6% | +4.1% |
| 30D | +3.4% | +19.8% | -16.4% | -3.5% |
| 3M | -19.2% | +25.7% | -44.9% | -25.9% |
| 6M | -22.6% | +5.4% | -28.1% | -25.2% |
| YTD | -31.5% | +0.2% | -31.8% | -33.3% |
| 1Y | -73.1% | +20.4% | -93.5% | -75.4% |
| 3Y | +55.0% | -32.1% | +87.1% | +57.9% |
| All | -3.6% | -62.1% | +58.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling