+1,785.7%
EME vs SFM
+132.6%
+1,653.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.2% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -8.3% | -4.4% | -3.9% | -7.7% |
| 3M | -10.7% | +1.5% | -12.3% | -11.4% |
| 6M | +1.9% | +6.5% | -4.6% | -0.3% |
| YTD | +23.5% | +2.2% | +21.3% | +21.4% |
| 1Y | +18.0% | -41.9% | +59.9% | +27.8% |
| 3Y | +236.1% | +106.8% | +129.4% | +200.4% |
| 5Y | +527.9% | +231.6% | +296.3% | +416.6% |
| 10Y | +1,252.8% | +258.4% | +994.3% | +955.9% |
| All | +1,785.7% | +132.6% | +1,653.1% | +1,468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling