+5,621.5%
EME vs SNY
+241.9%
+5,379.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.5% | -3.3% | +6.8% | +5.0% |
| 30D | -6.3% | -2.2% | -4.2% | -5.6% |
| 3M | -3.8% | -3.0% | -0.7% | -3.5% |
| 6M | +8.5% | +2.7% | +5.8% | +5.8% |
| YTD | +27.8% | -6.8% | +34.7% | +29.8% |
| 1Y | +22.2% | -5.3% | +27.5% | +22.5% |
| 3Y | +253.5% | -9.8% | +263.3% | +242.7% |
| 5Y | +578.6% | +9.7% | +569.0% | +475.7% |
| 10Y | +1,355.6% | +64.5% | +1,291.1% | +858.6% |
| All | +5,621.5% | +241.9% | +5,379.6% | +2,266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling