+58.3%
EMR vs SITM
+412.8%
-354.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.9% | +3.7% | -2.8% | +0.4% |
| 30D | -5.0% | -14.5% | +9.6% | -3.1% |
| 3M | +5.9% | -10.6% | +16.5% | +5.9% |
| 6M | +7.3% | +65.5% | -58.2% | -4.8% |
| YTD | +14.6% | +67.0% | -52.5% | +0.4% |
| 1Y | +15.6% | +138.6% | -123.0% | -6.2% |
| All | +58.3% | +412.8% | -354.5% | +5.2% |
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