-2.1%
EME vs SNY
+2.7%
-4.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.7% | -14.4% | -7.7% |
| 7D | -5.8% | +12.4% | -18.2% | -1.5% |
| 30D | -17.9% | +20.1% | -38.1% | -12.1% |
| 3M | -22.0% | +11.2% | -33.2% | -18.4% |
| 6M | -29.7% | +9.5% | -39.2% | -26.6% |
| YTD | +4.7% | +3.4% | +1.3% | +7.8% |
| 1Y | -2.1% | +2.0% | -4.1% | +0.4% |
| All | -2.1% | +2.7% | -4.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling