+213.9%
EME vs SM
-3.9%
+217.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +8.4% | +9.4% | -1.0% | +7.1% |
| 30D | -11.5% | -14.4% | +2.9% | -9.9% |
| 3M | -20.6% | +1.6% | -22.2% | -21.1% |
| 6M | -28.5% | +6.3% | -34.8% | -29.8% |
| YTD | +8.0% | +78.8% | -70.8% | -6.5% |
| 1Y | +6.8% | +83.1% | -76.4% | -8.3% |
| 3Y | +213.9% | -5.9% | +219.8% | +212.4% |
| All | +213.9% | -3.9% | +217.8% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling