+16.8%
EMB vs SITM
+4,608.4%
-4,591.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.3% |
| 7D | 0.0% | +9.7% | -9.7% | -0.5% |
| 30D | -0.3% | +12.7% | -13.0% | -1.2% |
| 3M | -0.4% | -13.4% | +13.0% | -0.3% |
| 6M | +0.1% | +59.6% | -59.5% | -3.6% |
| YTD | +1.6% | +73.3% | -71.7% | -2.9% |
| 1Y | +5.6% | +165.5% | -159.9% | -2.0% |
| 3Y | +29.8% | +368.7% | -338.9% | +12.8% |
| 5Y | +7.3% | +172.5% | -165.2% | -7.6% |
| All | +16.8% | +4,608.4% | -4,591.6% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling