+5,976.4%
SO vs ED
+2,217.3%
+3,759.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.2% |
| 7D | -0.2% | -0.2% | 0.0% | 0.0% |
| 30D | -4.6% | -0.1% | -4.4% | -4.5% |
| 3M | -3.0% | +3.9% | -7.0% | -5.8% |
| 6M | -8.3% | -3.0% | -5.2% | -6.2% |
| YTD | +3.5% | +10.7% | -7.2% | -4.0% |
| 1Y | -0.9% | +13.3% | -14.3% | -9.9% |
| 3Y | +45.4% | +34.5% | +10.9% | +15.9% |
| 5Y | +59.6% | +67.1% | -7.5% | +8.4% |
| 10Y | +156.6% | +103.0% | +53.6% | +52.7% |
| All | +5,976.4% | +2,217.3% | +3,759.1% | +724.1% |
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