+21.0%
STM vs ED
+67.1%
-46.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.8% |
| 7D | +5.8% | -0.2% | +6.0% | +5.8% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | -33.3% | +3.9% | -37.2% | -33.4% |
| 6M | +57.4% | -3.0% | +60.4% | +57.4% |
| YTD | +102.2% | +10.7% | +91.5% | +100.7% |
| 1Y | +99.6% | +13.3% | +86.3% | +97.6% |
| 3Y | +14.5% | +34.5% | -20.0% | +5.5% |
| All | +21.0% | +67.1% | -46.1% | +14.0% |
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