+62.7%
EMR vs S
-71.4%
+134.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -1.5% | -7.7% | +6.2% | -0.7% |
| 30D | -5.6% | -5.3% | -0.3% | -5.2% |
| 3M | +7.9% | +20.3% | -12.3% | +5.4% |
| 6M | +6.0% | +47.4% | -41.3% | +0.6% |
| YTD | +16.4% | +32.5% | -16.1% | +11.7% |
| 1Y | +16.6% | +9.5% | +7.1% | +14.0% |
| 3Y | +62.9% | +15.5% | +47.3% | +57.0% |
| All | +62.7% | -71.4% | +134.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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