+77.0%
SO vs ED
+80.7%
-3.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.8% |
| 7D | -1.5% | +1.6% | -3.1% | -2.9% |
| 30D | +8.1% | +13.3% | -5.2% | -2.4% |
| 3M | +0.2% | +9.7% | -9.5% | -7.1% |
| 6M | +0.4% | +12.8% | -12.4% | -9.1% |
| YTD | +8.5% | +22.3% | -13.8% | -8.0% |
| 1Y | +4.9% | +26.3% | -21.4% | -13.4% |
| 3Y | +47.9% | +45.0% | +2.9% | +7.3% |
| All | +77.0% | +80.7% | -3.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling