+1.5%
SMR vs EME
+558.4%
-556.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.1% |
| 30D | +3.2% | -8.4% | +11.6% | +11.5% |
| 3M | +9.9% | -3.6% | +13.5% | +12.0% |
| 6M | -15.1% | +3.6% | -18.7% | -18.7% |
| YTD | -27.9% | +22.5% | -50.5% | -41.3% |
| 1Y | -70.2% | +18.2% | -88.4% | -75.0% |
| 3Y | +72.5% | +238.4% | -165.9% | -25.1% |
| All | +1.5% | +558.4% | -556.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling