-68.5%
SMR vs EMB
+4.5%
-73.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -2.1% |
| 7D | +13.1% | 0.0% | +13.1% | +12.8% |
| 30D | +17.8% | -0.3% | +18.0% | +20.3% |
| 3M | +8.1% | -0.3% | +8.4% | +12.2% |
| 6M | -11.1% | +0.7% | -11.9% | -9.3% |
| YTD | -23.7% | +1.3% | -25.0% | -25.2% |
| All | -68.5% | +4.5% | -73.0% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling