+423.5%
SO vs EMB
+132.1%
+291.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | -3.0% | -0.4% | -2.6% | -2.9% |
| 6M | -8.3% | +0.1% | -8.4% | -8.4% |
| YTD | +3.5% | +1.6% | +1.9% | +2.7% |
| 1Y | -0.9% | +5.6% | -6.5% | -3.4% |
| 3Y | +45.4% | +29.8% | +15.5% | +29.6% |
| 5Y | +59.6% | +7.3% | +52.3% | +52.9% |
| 10Y | +156.6% | +30.4% | +126.2% | +131.5% |
| All | +423.5% | +132.1% | +291.3% | +344.6% |
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