-53.7%
SMR vs EMB
+18.4%
-72.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -2.9% |
| 7D | -8.3% | -0.9% | -7.4% | -6.4% |
| 30D | -20.1% | +0.4% | -20.4% | -20.2% |
| 3M | -52.7% | -3.1% | -49.6% | -49.3% |
| 6M | -61.0% | -2.1% | -59.0% | -58.6% |
| YTD | -67.1% | -1.1% | -66.0% | -65.3% |
| 1Y | -79.9% | -0.1% | -79.8% | -79.1% |
| 3Y | +101.7% | +29.6% | +72.1% | +59.1% |
| All | -53.7% | +18.4% | -72.0% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling