+90.2%
EMR vs SITM
+73.6%
+16.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.9% |
| YTD | +27.2% | +25.9% | +1.4% | +16.2% |
| 1Y | +32.0% | +54.0% | -22.0% | +16.5% |
| 3Y | +103.3% | +315.6% | -212.3% | +44.4% |
| All | +90.2% | +73.6% | +16.6% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling