+153.1%
SO vs EME
+1,362.1%
-1,209.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.1% |
| 7D | -1.1% | +3.5% | -4.6% | -1.4% |
| 30D | -5.0% | -6.3% | +1.3% | -4.4% |
| 3M | -5.8% | -3.8% | -2.0% | -5.7% |
| 6M | -7.9% | +8.5% | -16.4% | -9.4% |
| YTD | +2.4% | +27.8% | -25.4% | -1.4% |
| 1Y | -2.3% | +22.2% | -24.5% | -6.0% |
| 3Y | +41.9% | +253.5% | -211.6% | +10.5% |
| 5Y | +58.1% | +578.6% | -520.6% | +5.9% |
| All | +153.1% | +1,362.1% | -1,209.0% | +49.3% |
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