+2,811.5%
EMR vs SM
+1,302.7%
+1,508.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -1.6% | -25.9% | +24.3% | +2.9% |
| 30D | +2.0% | -15.1% | +17.1% | +4.2% |
| 3M | +3.8% | +4.9% | -1.0% | +2.1% |
| 6M | +10.5% | +6.1% | +4.4% | +7.3% |
| YTD | +23.7% | +63.4% | -39.7% | +10.4% |
| 1Y | +25.4% | +72.5% | -47.1% | +10.7% |
| 3Y | +86.6% | -16.9% | +103.5% | +81.5% |
| 5Y | +83.0% | -10.6% | +93.7% | +68.8% |
| 10Y | +319.5% | +11.3% | +308.2% | +162.3% |
| All | +2,811.5% | +1,302.7% | +1,508.8% | +1,183.9% |
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