+6.3%
EMB vs SITM
+176.0%
-169.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -1.1% | +4.8% | -5.9% | -1.3% |
| 30D | -1.1% | -9.7% | +8.7% | -0.7% |
| 3M | -0.8% | -9.3% | +8.6% | -0.8% |
| 6M | -0.1% | +69.5% | -69.6% | -3.5% |
| YTD | +0.4% | +70.5% | -70.1% | -3.3% |
| 1Y | +3.3% | +145.3% | -142.0% | -2.8% |
| 3Y | +29.0% | +432.8% | -403.8% | +13.1% |
| 5Y | +6.3% | +174.0% | -167.7% | -7.3% |
| All | +6.3% | +176.0% | -169.7% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling