+128.9%
SU vs ED
+50.2%
+78.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | +1.7% | +2.1% | -0.3% | +1.7% |
| 30D | -7.9% | +10.4% | -18.3% | -8.0% |
| 3M | +7.5% | +12.5% | -5.0% | +7.3% |
| 6M | +7.2% | +14.9% | -7.7% | +7.0% |
| YTD | +60.9% | +24.8% | +36.1% | +60.8% |
| 1Y | +63.6% | +23.8% | +39.8% | +63.5% |
| 3Y | +128.9% | +51.6% | +77.2% | +123.4% |
| All | +128.9% | +50.2% | +78.7% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling