+2,940.1%
EMR vs SM
+1,264.2%
+1,675.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.2% | +4.9% |
| 7D | +2.1% | -22.3% | +24.4% | +6.0% |
| 30D | +4.8% | -21.4% | +26.1% | +8.3% |
| 3M | +7.5% | +1.4% | +6.1% | +6.2% |
| 6M | +20.9% | +0.1% | +20.7% | +18.4% |
| YTD | +29.2% | +59.0% | -29.8% | +15.7% |
| 1Y | +33.0% | +64.3% | -31.4% | +18.2% |
| 3Y | +109.8% | -13.1% | +122.9% | +102.4% |
| 5Y | +91.9% | -13.9% | +105.8% | +78.0% |
| 10Y | +301.5% | +1.7% | +299.8% | +154.7% |
| All | +2,940.1% | +1,264.2% | +1,675.9% | +1,246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling