+280.0%
EMR vs SM
+4.2%
+275.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +0.7% | -19.5% | +20.2% | +3.8% |
| 30D | +3.5% | -20.2% | +23.7% | +6.7% |
| 3M | +5.9% | -6.5% | +12.4% | +6.1% |
| 6M | +19.4% | +1.6% | +17.9% | +16.8% |
| YTD | +27.7% | +61.2% | -33.6% | +14.2% |
| 1Y | +30.9% | +65.4% | -34.4% | +16.4% |
| 3Y | +104.2% | -13.0% | +117.2% | +97.0% |
| 5Y | +89.6% | -4.3% | +93.9% | +73.5% |
| 10Y | +280.0% | +3.0% | +277.0% | +136.8% |
| All | +280.0% | +4.2% | +275.8% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling