+19.5%
EME vs SNY
-2.7%
+22.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.7% |
| 7D | -0.6% | -2.1% | +1.5% | -1.0% |
| 30D | -10.4% | -0.9% | -9.5% | -10.5% |
| 3M | -8.9% | -2.1% | -6.8% | -8.8% |
| 6M | +5.7% | +4.9% | +0.8% | +5.6% |
| YTD | +22.7% | -5.6% | +28.4% | +22.5% |
| All | +19.5% | -2.7% | +22.2% | +18.0% |
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