+463.1%
STM vs ED
+141.1%
+322.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -0.9% | +2.4% | +1.5% |
| 30D | -8.4% | +11.2% | -19.5% | -9.4% |
| 3M | -15.8% | +11.8% | -27.6% | -16.9% |
| 6M | -22.8% | +14.1% | -36.9% | -24.3% |
| YTD | +79.4% | +23.0% | +56.4% | +73.4% |
| 1Y | +97.0% | +23.7% | +73.3% | +90.2% |
| 3Y | +14.2% | +47.7% | -33.5% | +4.0% |
| 5Y | -4.5% | +82.6% | -87.1% | -17.3% |
| 10Y | +463.1% | +141.8% | +321.3% | +429.5% |
| All | +463.1% | +141.1% | +322.0% | +429.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling