-75.5%
SMR vs EME
+21.8%
-97.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.3% | -20.0% | -19.7% |
| 7D | -11.2% | +3.5% | -14.8% | -14.6% |
| 30D | -10.2% | -6.3% | -3.9% | -5.5% |
| 3M | -10.0% | -3.8% | -6.3% | -8.4% |
| 6M | -30.5% | +8.5% | -39.0% | -37.2% |
| YTD | -39.2% | +27.8% | -67.0% | -54.8% |
| 1Y | -75.5% | +22.2% | -97.7% | -82.0% |
| All | -75.5% | +21.8% | -97.4% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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