+63.6%
EMR vs SITM
+176.0%
-112.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | -1.2% | +4.8% | -6.1% | -1.9% |
| 30D | -9.4% | -9.7% | +0.3% | -8.4% |
| 3M | +8.6% | -9.3% | +17.9% | +8.3% |
| 6M | +6.7% | +69.5% | -62.8% | -4.5% |
| YTD | +13.1% | +70.5% | -57.5% | +0.2% |
| 1Y | +12.7% | +145.3% | -132.5% | -6.6% |
| 3Y | +58.1% | +432.8% | -374.7% | +10.2% |
| 5Y | +63.6% | +174.0% | -110.4% | +10.2% |
| All | +63.6% | +176.0% | -112.4% | +10.2% |
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 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