+56.2%
EMR vs SU
+120.3%
-64.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | +1.7% | -2.9% | -1.6% |
| 30D | -9.4% | +9.6% | -19.1% | -11.3% |
| 3M | +8.6% | +11.7% | -3.1% | +5.7% |
| 6M | +6.7% | +21.9% | -15.2% | -0.9% |
| YTD | +13.1% | +58.6% | -45.6% | -4.8% |
| 1Y | +12.7% | +66.5% | -53.8% | -7.0% |
| All | +56.2% | +120.3% | -64.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling