+448.6%
SO vs EMB
+127.1%
+321.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +8.1% | +1.3% | +6.8% | +7.5% |
| 3M | +0.2% | -2.2% | +2.5% | +1.2% |
| 6M | +0.4% | -2.3% | +2.7% | +1.4% |
| YTD | +8.5% | -0.6% | +9.1% | +8.7% |
| 1Y | +4.9% | +0.5% | +4.5% | +4.7% |
| 3Y | +47.9% | +29.4% | +18.5% | +32.1% |
| 5Y | +75.7% | +6.5% | +69.2% | +68.9% |
| 10Y | +178.0% | +29.8% | +148.2% | +152.4% |
| All | +448.6% | +127.1% | +321.5% | +370.5% |
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