+131.7%
EMB vs SM
+6.8%
+124.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | +26.3% | -26.6% | -1.2% |
| 3M | -0.4% | +8.7% | -9.1% | -0.9% |
| 6M | +0.1% | +51.7% | -51.6% | -1.7% |
| YTD | +1.6% | +99.0% | -97.5% | -1.4% |
| 1Y | +5.6% | +34.6% | -29.0% | +3.9% |
| 3Y | +29.8% | -7.8% | +37.6% | +28.5% |
| 5Y | +7.3% | +104.8% | -97.5% | +1.9% |
| 10Y | +30.4% | +7.2% | +23.2% | +13.7% |
| All | +131.7% | +6.8% | +124.9% | +87.2% |
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