+392.6%
STM vs ED
+129.3%
+263.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +4.6% |
| 7D | -10.7% | +1.6% | -12.4% | -10.9% |
| 30D | -25.7% | +13.3% | -39.0% | -26.8% |
| 3M | -21.6% | +9.7% | -31.3% | -22.4% |
| 6M | -27.8% | +12.8% | -40.6% | -29.1% |
| YTD | +61.8% | +22.3% | +39.4% | +56.4% |
| 1Y | +78.1% | +26.3% | +51.8% | +71.2% |
| 3Y | +4.9% | +45.0% | -40.1% | -4.2% |
| 5Y | -14.3% | +80.2% | -94.4% | -25.7% |
| All | +392.6% | +129.3% | +263.3% | +343.2% |
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