+52.3%
SO vs ED
+48.1%
+4.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -0.9% | -1.7% | +0.8% | +0.3% |
| 30D | +4.9% | +10.7% | -5.7% | -2.9% |
| 3M | +0.8% | +11.6% | -10.9% | -7.4% |
| 6M | +0.6% | +13.5% | -12.9% | -8.7% |
| YTD | +8.7% | +23.1% | -14.5% | -7.1% |
| 1Y | +4.0% | +23.1% | -19.1% | -11.1% |
| All | +52.3% | +48.1% | +4.2% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling