+30.7%
EMB vs SM
+16.0%
+14.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.3% | +20.3% | -20.6% | -0.9% |
| 3M | -0.3% | +22.9% | -23.2% | -1.1% |
| 6M | +0.7% | +47.8% | -47.1% | -1.0% |
| YTD | +1.3% | +107.5% | -106.2% | -1.8% |
| 1Y | +4.7% | +51.7% | -47.0% | +2.6% |
| 3Y | +30.1% | -0.9% | +30.9% | +28.5% |
| 5Y | +6.9% | +112.2% | -105.4% | +1.4% |
| 10Y | +30.7% | +20.3% | +10.4% | +9.1% |
| All | +30.7% | +16.0% | +14.8% | +9.1% |
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