+93.7%
EMR vs SN
+671.3%
-577.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | +3.7% | +21.5% | -17.8% | -1.2% |
| 3M | +2.0% | +20.0% | -18.0% | -2.7% |
| 6M | +22.1% | +119.9% | -97.8% | +0.3% |
| YTD | +27.2% | +102.3% | -75.1% | +6.0% |
| 1Y | +32.0% | +148.0% | -116.0% | +4.9% |
| 3Y | +103.3% | +450.0% | -346.7% | +48.4% |
| All | +93.7% | +671.3% | -577.5% | +41.3% |
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