+280.4%
EMR vs SM
+18.0%
+262.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +2.8% | +9.4% | -6.5% | +1.4% |
| 30D | +3.7% | -14.4% | +18.0% | +5.6% |
| 3M | +2.0% | +1.6% | +0.5% | +0.9% |
| 6M | +22.1% | +6.3% | +15.8% | +18.6% |
| YTD | +27.2% | +78.8% | -51.5% | +12.0% |
| 1Y | +32.0% | +83.1% | -51.1% | +15.6% |
| 3Y | +103.3% | -5.9% | +109.2% | +93.7% |
| 5Y | +88.2% | +4.8% | +83.4% | +69.8% |
| All | +280.4% | +18.0% | +262.4% | +133.0% |
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