-2.1%
EME vs SM
+70.4%
-72.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -15.3% | +5.7% | -10.7% |
| 7D | -5.8% | -21.5% | +15.7% | -7.8% |
| 30D | -17.9% | -11.4% | -6.5% | -18.3% |
| 3M | -22.0% | +0.6% | -22.6% | -20.6% |
| 6M | -29.7% | +0.2% | -29.9% | -27.7% |
| YTD | +4.7% | +69.7% | -64.9% | +12.1% |
| 1Y | -2.1% | +71.6% | -73.7% | +5.0% |
| All | -2.1% | +70.4% | -72.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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