+6.0%
SO vs ED
+24.8%
-18.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.2% |
| 7D | +1.4% | +2.1% | -0.7% | -0.2% |
| 30D | +4.7% | +10.4% | -5.7% | -3.3% |
| 3M | +1.7% | +12.5% | -10.9% | -7.5% |
| 6M | +2.2% | +14.9% | -12.8% | -8.5% |
| YTD | +10.0% | +24.8% | -14.9% | -6.4% |
| 1Y | +6.0% | +23.8% | -17.8% | -9.6% |
| All | +6.0% | +24.8% | -18.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling