-52.1%
SMR vs EMR
+96.3%
-148.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.8% | -7.7% |
| 7D | +10.3% | +2.7% | +7.6% | +7.4% |
| 30D | -25.7% | +2.1% | -27.8% | -26.7% |
| 3M | -49.7% | +2.3% | -52.0% | -51.0% |
| 6M | -59.8% | +22.5% | -82.3% | -67.6% |
| YTD | -66.0% | +27.2% | -93.2% | -72.9% |
| 1Y | -81.4% | +28.0% | -109.4% | -85.1% |
| 3Y | +130.6% | +103.4% | +27.2% | +36.8% |
| All | -52.1% | +96.3% | -148.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling