+801.0%
EME vs SITM
+4,789.7%
-3,988.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.5% |
| 7D | +3.5% | +3.9% | -0.3% | +2.9% |
| 30D | -6.3% | -6.6% | +0.3% | -5.5% |
| 3M | -3.8% | -11.9% | +8.1% | -3.0% |
| 6M | +8.5% | +81.1% | -72.6% | -2.9% |
| YTD | +27.8% | +80.0% | -52.2% | +13.9% |
| 1Y | +22.2% | +145.8% | -123.6% | +3.1% |
| 3Y | +253.5% | +475.9% | -222.4% | +156.1% |
| 5Y | +578.6% | +189.2% | +389.4% | +397.1% |
| All | +801.0% | +4,789.7% | -3,988.7% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling