+250.1%
EME vs SM
-1.8%
+251.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.1% |
| 7D | +5.2% | -0.2% | +5.3% | +5.2% |
| 30D | -5.4% | +31.5% | -36.9% | -8.5% |
| 3M | -6.1% | +17.3% | -23.4% | -8.2% |
| 6M | +9.7% | +48.5% | -38.9% | +1.5% |
| YTD | +26.6% | +106.3% | -79.7% | +8.9% |
| 1Y | +24.6% | +47.3% | -22.7% | +15.0% |
| All | +250.1% | -1.8% | +251.9% | +240.0% |
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 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