+76.2%
EMR vs S
-56.8%
+132.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -1.5% | -7.7% | +6.2% | -0.8% |
| 30D | -5.6% | -5.3% | -0.3% | -5.3% |
| 3M | +7.9% | +20.3% | -12.3% | +5.6% |
| 6M | +6.0% | +47.4% | -41.3% | +1.0% |
| YTD | +16.4% | +32.5% | -16.1% | +12.0% |
| 1Y | +16.6% | +9.5% | +7.1% | +14.2% |
| 3Y | +62.9% | +15.5% | +47.3% | +57.6% |
| 5Y | +60.1% | -71.2% | +131.3% | +58.6% |
| All | +76.2% | -56.8% | +132.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling