+126.9%
EMB vs SM
-8.6%
+135.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +1.1% | -17.3% | +18.4% | +1.7% |
| 3M | -2.0% | -3.6% | +1.6% | -2.0% |
| 6M | -1.9% | +2.9% | -4.8% | -2.4% |
| YTD | -0.5% | +70.2% | -70.7% | -3.0% |
| 1Y | +0.1% | +66.5% | -66.4% | -2.4% |
| 3Y | +29.7% | -8.2% | +37.9% | +28.2% |
| 5Y | +8.1% | -1.5% | +9.6% | +5.5% |
| 10Y | +36.3% | +11.9% | +24.4% | +18.6% |
| All | +126.9% | -8.6% | +135.6% | +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