+131.4%
EMB vs SIRI
+14.4%
+117.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +0.3% | +4.3% | -4.0% | +0.1% |
| 30D | -0.5% | -2.8% | +2.3% | -0.4% |
| 3M | +0.3% | +5.9% | -5.6% | +0.1% |
| 6M | +1.2% | +31.9% | -30.8% | +0.1% |
| YTD | +1.5% | +48.7% | -47.2% | 0.0% |
| 1Y | +4.8% | +23.2% | -18.4% | +3.9% |
| 3Y | +30.4% | -23.9% | +54.2% | +30.3% |
| 5Y | +7.3% | -43.4% | +50.7% | +7.6% |
| 10Y | +29.7% | -13.6% | +43.3% | +28.4% |
| All | +131.4% | +14.4% | +117.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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