+69.4%
EMR vs SU
+348.9%
-279.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 30D | -6.8% | +8.4% | -15.2% | -8.9% |
| 3M | +7.5% | +12.1% | -4.6% | +3.7% |
| 6M | +9.9% | +19.7% | -9.8% | +2.5% |
| YTD | +16.0% | +58.4% | -42.4% | -1.5% |
| 1Y | +12.4% | +67.2% | -54.8% | -6.4% |
| 3Y | +60.2% | +125.0% | -64.8% | +19.5% |
| All | +69.4% | +348.9% | -279.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling