+11.1%
SMR vs EMR
+78.9%
-67.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.7% | +15.7% |
| 7D | +21.4% | +3.1% | +18.3% | +17.4% |
| 30D | +13.8% | -3.5% | +17.4% | +18.1% |
| 3M | +3.9% | +9.8% | -5.9% | -6.6% |
| 6M | -4.2% | +10.8% | -15.0% | -13.6% |
| YTD | -21.1% | +15.9% | -37.0% | -30.6% |
| 1Y | -67.1% | +16.4% | -83.5% | -70.8% |
| 3Y | +88.9% | +62.1% | +26.8% | +33.0% |
| All | +11.1% | +78.9% | -67.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling