+196.4%
SO vs EME
+905.2%
-708.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +1.4% | +8.4% | -7.0% | +0.5% |
| 30D | +4.7% | -11.5% | +16.2% | +5.8% |
| 3M | +1.7% | -20.6% | +22.3% | +3.8% |
| 6M | +2.2% | -28.5% | +30.6% | +5.2% |
| YTD | +10.0% | +8.0% | +2.0% | +7.4% |
| 1Y | +6.0% | +6.8% | -0.7% | +3.6% |
| 3Y | +54.1% | +213.9% | -159.8% | +19.8% |
| 5Y | +79.6% | +414.8% | -335.2% | +23.8% |
| All | +196.4% | +905.2% | -708.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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