+25.7%
EMR vs SITM
+47.5%
-21.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.4% | +11.8% | +3.2% |
| 7D | +1.6% | -19.5% | +21.2% | +3.3% |
| 30D | +5.0% | -43.2% | +48.2% | +9.6% |
| 3M | +7.7% | -30.8% | +38.5% | +10.3% |
| 6M | +26.8% | -28.6% | +55.3% | +27.6% |
| YTD | +29.9% | +14.2% | +15.7% | +22.2% |
| 1Y | +25.7% | +44.4% | -18.7% | +14.7% |
| All | +25.7% | +47.5% | -21.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling