+280.3%
EMR vs SFM
+137.0%
+143.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +2.1% | -19.2% | +21.3% | +4.2% |
| 3M | +2.3% | -40.3% | +42.6% | +8.5% |
| 6M | +22.5% | -40.9% | +63.4% | +29.5% |
| YTD | +27.2% | -35.5% | +62.7% | +31.9% |
| 1Y | +28.0% | -37.4% | +65.4% | +33.3% |
| 3Y | +103.4% | +25.5% | +78.0% | +85.0% |
| 5Y | +88.2% | +113.0% | -24.9% | +52.3% |
| All | +280.3% | +137.0% | +143.3% | +189.1% |
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