+6,268.1%
SO vs ED
+2,460.7%
+3,807.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.7% |
| 7D | -1.5% | +1.6% | -3.1% | -2.7% |
| 30D | +8.1% | +13.3% | -5.2% | -1.5% |
| 3M | +0.2% | +9.7% | -9.5% | -6.5% |
| 6M | +0.4% | +12.8% | -12.4% | -8.2% |
| YTD | +8.5% | +22.3% | -13.8% | -6.7% |
| 1Y | +4.9% | +26.3% | -21.4% | -11.9% |
| 3Y | +47.9% | +45.0% | +2.9% | +11.4% |
| 5Y | +75.7% | +80.2% | -4.5% | +13.0% |
| 10Y | +178.0% | +129.9% | +48.1% | +51.0% |
| All | +6,268.1% | +2,460.7% | +3,807.4% | +701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling