+1,344.7%
EME vs SFM
+271.4%
+1,073.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.2% |
| 7D | +3.5% | -10.6% | +14.1% | +5.6% |
| 30D | -6.3% | -15.5% | +9.1% | -3.6% |
| 3M | -3.8% | -17.4% | +13.7% | -0.8% |
| 6M | +8.5% | -3.4% | +11.9% | +8.0% |
| YTD | +27.8% | -8.7% | +36.5% | +28.0% |
| 1Y | +22.2% | -47.2% | +69.4% | +35.3% |
| 3Y | +253.5% | +82.7% | +170.7% | +223.8% |
| 5Y | +578.6% | +214.3% | +364.3% | +467.9% |
| All | +1,344.7% | +271.4% | +1,073.3% | +1,036.8% |
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