+457.5%
SO vs EMB
+128.3%
+329.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +7.8% | +1.5% | +6.3% | +7.1% |
| 3M | +2.9% | -1.6% | +4.5% | +3.7% |
| 6M | +2.5% | -1.5% | +4.0% | +3.1% |
| YTD | +10.3% | -0.1% | +10.3% | +10.2% |
| 1Y | +6.4% | +0.5% | +5.8% | +6.1% |
| 3Y | +52.8% | +30.2% | +22.6% | +36.1% |
| 5Y | +78.7% | +8.6% | +70.1% | +70.5% |
| 10Y | +196.3% | +36.9% | +159.4% | +165.6% |
| All | +457.5% | +128.3% | +329.2% | +377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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