+30.3%
EMB vs SITM
+412.8%
-382.6%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | 0.0% | +3.7% | -3.7% | -0.1% |
| 30D | -0.3% | -14.5% | +14.2% | +0.1% |
| 3M | -0.3% | -10.6% | +10.3% | -0.3% |
| 6M | +0.7% | +65.5% | -64.8% | -1.6% |
| YTD | +1.3% | +67.0% | -65.7% | -1.4% |
| 1Y | +4.7% | +138.6% | -133.9% | +0.5% |
| All | +30.3% | +412.8% | -382.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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