+2,640.6%
EMR vs SM
+1,608.3%
+1,032.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 6M | +6.0% | +51.7% | -45.7% | -3.1% |
| YTD | +16.4% | +99.0% | -82.6% | +1.4% |
| 1Y | +16.6% | +34.6% | -18.0% | +7.7% |
| 3Y | +62.9% | -7.8% | +70.6% | +56.6% |
| 5Y | +60.1% | +104.8% | -44.7% | +29.5% |
| 10Y | +268.8% | +7.2% | +261.5% | +132.7% |
| All | +2,640.6% | +1,608.3% | +1,032.3% | +1,079.1% |
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