+141.9%
EMR vs SITM
+4,789.7%
-4,647.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -3.0% | +1.8% |
| 7D | -0.4% | +3.9% | -4.3% | -1.0% |
| 30D | -6.8% | -6.6% | -0.2% | -6.1% |
| 3M | +7.5% | -11.9% | +19.3% | +7.7% |
| 6M | +9.9% | +81.1% | -71.3% | -2.7% |
| YTD | +16.0% | +80.0% | -64.0% | +1.8% |
| 1Y | +12.4% | +145.8% | -133.4% | -7.0% |
| 3Y | +60.2% | +475.9% | -415.6% | +9.6% |
| 5Y | +67.9% | +189.2% | -121.4% | +15.8% |
| All | +141.9% | +4,789.7% | -4,647.8% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling