+418.9%
EME vs SM
+5.5%
+413.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +8.4% | +9.4% | -1.0% | +7.0% |
| 30D | -11.5% | -14.4% | +2.9% | -9.8% |
| 3M | -20.6% | +1.6% | -22.2% | -21.1% |
| 6M | -28.5% | +6.3% | -34.8% | -30.0% |
| YTD | +8.0% | +78.8% | -70.8% | -4.7% |
| 1Y | +6.8% | +83.1% | -76.4% | -6.4% |
| 3Y | +213.9% | -5.9% | +219.8% | +201.8% |
| All | +418.9% | +5.5% | +413.4% | +374.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling