+7.5%
EMB vs SITM
+73.6%
-66.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | 0.0% |
| 7D | -0.9% | +6.6% | -7.5% | -1.2% |
| 30D | +0.4% | -15.3% | +15.7% | +0.8% |
| 3M | -3.1% | -35.4% | +32.3% | -1.7% |
| 6M | -2.1% | -46.8% | +44.7% | -0.2% |
| YTD | -1.1% | +25.9% | -27.0% | -4.0% |
| 1Y | -0.1% | +54.0% | -54.1% | -4.1% |
| 3Y | +29.6% | +315.6% | -286.0% | +13.9% |
| All | +7.5% | +73.6% | -66.1% | -5.1% |
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