+62.7%
EMR vs SM
+107.8%
-45.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +2.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -5.6% | +26.3% | -31.9% | -9.3% |
| 3M | +7.9% | +8.7% | -0.7% | +5.6% |
| 6M | +6.0% | +51.7% | -45.7% | -4.5% |
| YTD | +16.4% | +99.0% | -82.6% | -1.5% |
| 1Y | +16.6% | +34.6% | -18.0% | +6.6% |
| 3Y | +62.9% | -7.8% | +70.6% | +54.9% |
| All | +62.7% | +107.8% | -45.1% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling