-2.1%
EME vs SITM
+47.5%
-49.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.4% | -0.3% | -7.5% |
| 7D | -5.8% | -19.5% | +13.7% | -1.3% |
| 30D | -17.9% | -43.2% | +25.3% | -7.6% |
| 3M | -22.0% | -30.8% | +8.8% | -16.6% |
| 6M | -29.7% | -28.6% | -1.1% | -26.7% |
| YTD | +4.7% | +14.2% | -9.5% | -0.7% |
| 1Y | -2.1% | +44.4% | -46.5% | -7.7% |
| All | -2.1% | +47.5% | -49.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling