+62.9%
EMR vs SFM
+219.5%
-156.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.2% |
| 7D | +3.1% | -5.8% | +8.9% | +3.6% |
| 30D | -3.5% | -11.4% | +7.8% | -2.5% |
| 3M | +9.8% | -12.2% | +22.0% | +10.9% |
| 6M | +10.8% | -5.2% | +15.9% | +10.4% |
| YTD | +15.9% | -4.5% | +20.4% | +15.3% |
| 1Y | +16.4% | -45.4% | +61.8% | +24.0% |
| 3Y | +62.1% | +91.1% | -29.0% | +46.0% |
| 5Y | +62.9% | +226.8% | -163.9% | +43.9% |
| All | +62.9% | +219.5% | -156.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling