+770.5%
EME vs SITM
+4,437.5%
-3,666.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | +2.7% | +3.7% | -1.0% | +2.1% |
| 30D | -6.8% | -14.5% | +7.7% | -4.7% |
| 3M | -8.8% | -10.6% | +1.7% | -8.3% |
| 6M | +5.0% | +65.5% | -60.5% | -4.7% |
| YTD | +23.5% | +67.0% | -43.5% | +11.3% |
| 1Y | +21.3% | +138.6% | -117.3% | +2.8% |
| 3Y | +241.1% | +421.8% | -180.8% | +150.7% |
| 5Y | +549.2% | +172.4% | +376.7% | +380.2% |
| All | +770.5% | +4,437.5% | -3,666.9% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling