+141.8%
EMR vs SITM
+4,507.3%
-4,365.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +3.1% | +8.4% | -5.3% | +1.9% |
| 30D | -3.5% | -17.4% | +13.9% | -1.1% |
| 3M | +9.8% | -9.8% | +19.6% | +9.6% |
| 6M | +10.8% | +83.0% | -72.2% | -2.1% |
| YTD | +15.9% | +69.6% | -53.6% | +2.6% |
| 1Y | +16.4% | +144.9% | -128.5% | -3.7% |
| 3Y | +62.1% | +429.9% | -367.8% | +12.2% |
| 5Y | +62.9% | +169.2% | -106.2% | +13.6% |
| All | +141.8% | +4,507.3% | -4,365.5% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling