+283.8%
EMR vs SFM
+41.7%
+242.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.3% |
| 7D | +2.1% | -10.2% | +12.4% | +3.5% |
| 30D | +4.8% | -23.9% | +28.6% | +7.7% |
| 3M | +7.5% | -42.3% | +49.7% | +14.3% |
| 6M | +20.9% | -40.1% | +61.0% | +27.2% |
| YTD | +29.2% | -37.8% | +66.9% | +34.5% |
| 1Y | +33.0% | -37.1% | +70.1% | +38.1% |
| 3Y | +109.8% | +21.5% | +88.2% | +93.6% |
| 5Y | +91.9% | +103.8% | -11.8% | +60.2% |
| 10Y | +301.5% | +142.0% | +159.5% | +213.3% |
| All | +283.8% | +41.7% | +242.1% | +217.9% |
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 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