+13.7%
EMB vs SITM
+3,319.5%
-3,305.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | 0.0% |
| 7D | -0.9% | +6.6% | -7.5% | -1.3% |
| 30D | +0.4% | -15.3% | +15.7% | +0.9% |
| 3M | -3.1% | -35.4% | +32.3% | -1.5% |
| 6M | -2.1% | -46.8% | +44.7% | +0.1% |
| YTD | -1.1% | +25.9% | -27.0% | -4.3% |
| 1Y | -0.1% | +54.0% | -54.1% | -4.6% |
| 3Y | +29.6% | +315.6% | -286.0% | +12.6% |
| 5Y | +7.2% | +74.4% | -67.2% | -5.4% |
| All | +13.7% | +3,319.5% | -3,305.9% | -23.8% |
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