+126.7%
EMB vs SM
-12.3%
+138.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.1% | -25.9% | +25.8% | +0.9% |
| 30D | +1.3% | -15.1% | +16.4% | +1.8% |
| 3M | -2.2% | +4.9% | -7.1% | -2.6% |
| 6M | -2.3% | +6.1% | -8.5% | -2.9% |
| YTD | -0.6% | +63.4% | -64.1% | -3.0% |
| 1Y | +0.5% | +72.5% | -72.0% | -2.1% |
| 3Y | +29.4% | -16.9% | +46.3% | +28.5% |
| 5Y | +6.5% | -10.6% | +17.1% | +4.2% |
| 10Y | +29.8% | +11.3% | +18.5% | +12.9% |
| All | +126.7% | -12.3% | +138.9% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling