+60,787.5%
EME vs SM
+1,298.5%
+59,488.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -8.3% | +26.3% | -34.6% | -12.1% |
| 3M | -10.7% | +8.7% | -19.4% | -12.9% |
| 6M | +1.9% | +51.7% | -49.8% | -7.3% |
| YTD | +23.5% | +99.0% | -75.6% | +6.6% |
| 1Y | +18.0% | +34.6% | -16.6% | +8.5% |
| 3Y | +236.1% | -7.8% | +243.9% | +221.7% |
| 5Y | +527.9% | +104.8% | +423.1% | +394.4% |
| 10Y | +1,252.8% | +7.2% | +1,245.5% | +712.1% |
| All | +60,787.5% | +1,298.5% | +59,488.9% | +21,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling