+8.0%
EMB vs SFM
+100.9%
-93.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.5% | -6.9% | +7.4% | +0.7% |
| 30D | +0.9% | -25.0% | +25.9% | +1.6% |
| 3M | -2.1% | -42.7% | +40.6% | -0.7% |
| 6M | -2.2% | -41.0% | +38.8% | -1.0% |
| YTD | -0.6% | -38.7% | +38.1% | +0.4% |
| 1Y | +0.2% | -38.1% | +38.3% | +1.2% |
| 3Y | +29.5% | +19.3% | +10.2% | +26.0% |
| 5Y | +8.0% | +103.1% | -95.1% | +4.5% |
| All | +8.0% | +100.9% | -93.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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