+76.5%
EMR vs SN
+496.6%
-420.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | -3.5% | -5.6% | +2.1% | -2.2% |
| 3M | +9.8% | +48.1% | -38.3% | -0.5% |
| 6M | +10.8% | +57.6% | -46.8% | -1.4% |
| YTD | +15.9% | +56.5% | -40.6% | +3.0% |
| 1Y | +16.4% | +52.6% | -36.1% | +3.6% |
| 3Y | +62.1% | +412.0% | -349.9% | +26.6% |
| All | +76.5% | +496.6% | -420.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling