+7.3%
EMB vs SFM
+219.5%
-212.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.1% |
| 7D | +0.3% | -5.8% | +6.1% | +0.5% |
| 30D | -0.5% | -11.4% | +10.9% | -0.2% |
| 3M | +0.3% | -12.2% | +12.5% | +0.6% |
| 6M | +1.2% | -5.2% | +6.3% | +1.2% |
| YTD | +1.5% | -4.5% | +5.9% | +1.4% |
| 1Y | +4.8% | -45.4% | +50.2% | +6.9% |
| 3Y | +30.4% | +91.1% | -60.7% | +25.4% |
| 5Y | +7.3% | +226.8% | -219.5% | +1.5% |
| All | +7.3% | +219.5% | -212.3% | +1.5% |
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