+103.3%
EMR vs SITM
+318.4%
-215.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.6% | +0.8% |
| 7D | +2.8% | +6.6% | -3.8% | +1.9% |
| 30D | +3.7% | -15.3% | +19.0% | +5.4% |
| 3M | +2.0% | -35.4% | +37.4% | +7.1% |
| 6M | +22.1% | -46.8% | +68.9% | +30.2% |
| YTD | +27.2% | +25.9% | +1.4% | +15.1% |
| 1Y | +32.0% | +54.0% | -22.0% | +15.0% |
| 3Y | +103.3% | +315.6% | -212.3% | +41.2% |
| All | +103.3% | +318.4% | -215.1% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling