+16.4%
EMR vs SM
+46.7%
-30.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.1% | 0.0% |
| 7D | +3.1% | -0.2% | +3.2% | +3.1% |
| 30D | -3.5% | +31.5% | -35.1% | -0.3% |
| 3M | +9.8% | +17.3% | -7.6% | +12.7% |
| 6M | +10.8% | +48.5% | -37.7% | +12.6% |
| YTD | +15.9% | +106.3% | -90.3% | +13.4% |
| 1Y | +16.4% | +47.3% | -30.9% | +13.6% |
| All | +16.4% | +46.7% | -30.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling