+279.3%
EMR vs SFM
+39.6%
+239.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.0% |
| 7D | +0.7% | -6.9% | +7.6% | +1.6% |
| 30D | +3.5% | -25.0% | +28.5% | +6.6% |
| 3M | +5.9% | -42.7% | +48.6% | +12.7% |
| 6M | +19.4% | -41.0% | +60.4% | +26.0% |
| YTD | +27.7% | -38.7% | +66.3% | +33.1% |
| 1Y | +30.9% | -38.1% | +69.0% | +36.3% |
| 3Y | +104.2% | +19.3% | +84.8% | +88.9% |
| 5Y | +89.6% | +103.1% | -13.5% | +58.3% |
| 10Y | +280.0% | +131.1% | +149.0% | +198.1% |
| All | +279.3% | +39.6% | +239.7% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling