+52.3%
SO vs EME
+217.7%
-165.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -0.9% | +11.3% | -12.3% | -0.3% |
| 30D | +4.9% | -14.6% | +19.5% | +4.1% |
| 3M | +0.8% | -20.4% | +21.2% | -0.4% |
| 6M | +0.6% | -28.3% | +28.8% | -0.8% |
| YTD | +8.7% | +8.6% | +0.1% | +10.0% |
| 1Y | +4.0% | +3.2% | +0.7% | +4.9% |
| All | +52.3% | +217.7% | -165.5% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling