+192.9%
SO vs ED
+143.7%
+49.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -0.9% | -1.7% | +0.8% | +0.5% |
| 30D | +4.9% | +10.7% | -5.7% | -3.8% |
| 3M | +0.8% | +11.6% | -10.9% | -8.3% |
| 6M | +0.6% | +13.5% | -12.9% | -9.8% |
| YTD | +8.7% | +23.1% | -14.5% | -9.2% |
| 1Y | +4.0% | +23.1% | -19.1% | -13.2% |
| 3Y | +50.6% | +47.9% | +2.6% | +6.2% |
| 5Y | +77.5% | +83.9% | -6.4% | +3.2% |
| All | +192.9% | +143.7% | +49.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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