+78.7%
SO vs ED
+85.1%
-6.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.1% |
| 7D | +1.4% | +2.1% | -0.7% | -0.3% |
| 30D | +4.7% | +10.4% | -5.7% | -3.4% |
| 3M | +1.7% | +12.5% | -10.9% | -7.7% |
| 6M | +2.2% | +14.9% | -12.8% | -8.9% |
| YTD | +10.0% | +24.8% | -14.9% | -8.3% |
| 1Y | +6.0% | +23.8% | -17.8% | -11.1% |
| 3Y | +54.1% | +51.6% | +2.5% | +7.7% |
| All | +78.7% | +85.1% | -6.4% | +8.4% |
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