+11.1%
SMR vs EME
+580.3%
-569.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.5% | +12.7% | +12.9% |
| 7D | +21.4% | +5.2% | +16.2% | +16.0% |
| 30D | +13.8% | -5.4% | +19.2% | +19.2% |
| 3M | +3.9% | -6.1% | +10.0% | +8.7% |
| 6M | -4.2% | +9.7% | -13.9% | -13.2% |
| YTD | -21.1% | +26.6% | -47.7% | -37.7% |
| 1Y | -67.1% | +24.6% | -91.7% | -73.7% |
| 3Y | +88.9% | +249.6% | -160.7% | -20.6% |
| All | +11.1% | +580.3% | -569.1% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling