+35.3%
EMB vs SM
+4.2%
+31.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +0.5% | -19.5% | +20.0% | +1.2% |
| 30D | +0.9% | -20.2% | +21.1% | +1.6% |
| 3M | -2.1% | -6.5% | +4.4% | -2.0% |
| 6M | -2.2% | +1.6% | -3.8% | -2.6% |
| YTD | -0.6% | +61.2% | -61.9% | -2.9% |
| 1Y | +0.2% | +65.4% | -65.1% | -2.2% |
| 3Y | +29.5% | -13.0% | +42.6% | +28.3% |
| 5Y | +8.0% | -4.3% | +12.3% | +5.5% |
| 10Y | +35.3% | +3.0% | +32.3% | +13.4% |
| All | +35.3% | +4.2% | +31.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling