+58.9%
EMB vs SFM
+44.5%
+14.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | -0.4% | -7.1% | +6.7% | -0.2% |
| 30D | +1.1% | -21.4% | +22.5% | +1.6% |
| 3M | -2.0% | -40.1% | +38.1% | -0.8% |
| 6M | -1.9% | -38.0% | +36.1% | -0.9% |
| YTD | -0.5% | -36.5% | +36.0% | +0.4% |
| 1Y | +0.1% | -35.2% | +35.3% | +0.9% |
| 3Y | +29.7% | +23.5% | +6.2% | +27.6% |
| 5Y | +8.1% | +109.7% | -101.6% | +4.3% |
| 10Y | +36.3% | +132.6% | -96.3% | +29.9% |
| All | +58.9% | +44.5% | +14.4% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling