+962.6%
EMR vs SRE
+1,525.5%
-562.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -5.6% | -0.7% | -4.9% | -5.6% |
| 3M | +7.9% | -6.3% | +14.2% | +10.6% |
| 6M | +6.0% | -10.7% | +16.7% | +10.8% |
| YTD | +16.4% | -3.5% | +19.9% | +17.1% |
| 1Y | +16.6% | +5.3% | +11.3% | +12.4% |
| 3Y | +62.9% | +31.8% | +31.1% | +37.8% |
| 5Y | +60.1% | +47.4% | +12.7% | +27.4% |
| 10Y | +268.8% | +120.6% | +148.2% | +134.3% |
| All | +962.6% | +1,525.5% | -562.9% | +215.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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