+877.5%
EME vs SFM
+140.2%
+737.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | +8.4% | +6.0% | +2.3% | +7.3% |
| 30D | -11.5% | -19.5% | +8.0% | -9.1% |
| 3M | -20.6% | -37.0% | +16.4% | -15.0% |
| 6M | -28.5% | -41.0% | +12.5% | -22.8% |
| YTD | +8.0% | -34.6% | +42.7% | +13.4% |
| 1Y | +6.8% | -36.3% | +43.0% | +12.4% |
| 3Y | +213.9% | +24.5% | +189.4% | +203.4% |
| 5Y | +414.8% | +115.9% | +298.9% | +353.4% |
| All | +877.5% | +140.2% | +737.3% | +737.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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