+281.9%
EMR vs SFM
+296.2%
-14.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.4% |
| 7D | +3.1% | -5.8% | +8.9% | +3.9% |
| 30D | -3.5% | -11.4% | +7.8% | -2.1% |
| 3M | +9.8% | -12.2% | +22.0% | +11.2% |
| 6M | +10.8% | -5.2% | +15.9% | +10.4% |
| YTD | +15.9% | -4.5% | +20.4% | +15.1% |
| 1Y | +16.4% | -45.4% | +61.8% | +25.2% |
| 3Y | +62.1% | +91.1% | -29.0% | +40.7% |
| 5Y | +62.9% | +226.8% | -163.9% | +25.9% |
| All | +281.9% | +296.2% | -14.3% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling