+3,894.5%
EMR vs SU
+60,758.6%
-56,864.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.4% |
| 7D | +3.1% | -1.0% | +4.0% | +3.1% |
| 30D | -3.5% | +13.7% | -17.2% | -3.5% |
| 3M | +9.8% | +8.0% | +1.8% | +9.8% |
| 6M | +10.8% | +21.0% | -10.2% | +10.8% |
| YTD | +15.9% | +56.2% | -40.3% | +15.9% |
| 1Y | +16.4% | +72.2% | -55.8% | +16.4% |
| 3Y | +62.1% | +118.1% | -56.0% | +62.0% |
| 5Y | +62.9% | +350.3% | -287.4% | +62.7% |
| 10Y | +267.8% | +248.5% | +19.3% | +267.2% |
| All | +3,894.5% | +60,758.6% | -56,864.2% | +3,943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling