+1,284.9%
EME vs SM
+23.2%
+1,261.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.9% | +2.1% | -1.2% | +0.7% |
| 30D | -8.4% | +18.1% | -26.5% | -10.4% |
| 3M | -3.6% | +17.0% | -20.6% | -6.1% |
| 6M | +3.6% | +55.4% | -51.9% | -3.7% |
| YTD | +22.5% | +108.6% | -86.0% | +9.1% |
| 1Y | +18.2% | +45.7% | -27.5% | +10.0% |
| 3Y | +238.4% | -0.3% | +238.7% | +224.7% |
| 5Y | +550.5% | +113.0% | +437.5% | +446.8% |
| All | +1,284.9% | +23.2% | +1,261.6% | +805.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling