+549.2%
EME vs SM
+119.2%
+429.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | +2.7% | -0.2% | +3.0% | +2.7% |
| 30D | -6.8% | +20.3% | -27.1% | -9.2% |
| 3M | -8.8% | +22.9% | -31.8% | -12.0% |
| 6M | +5.0% | +47.8% | -42.8% | -2.9% |
| YTD | +23.5% | +107.5% | -84.0% | +7.1% |
| 1Y | +21.3% | +51.7% | -30.4% | +10.8% |
| 3Y | +241.1% | -0.9% | +241.9% | +226.2% |
| 5Y | +549.2% | +112.2% | +436.9% | +389.8% |
| All | +549.2% | +119.2% | +429.9% | +389.8% |
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