+3,040.4%
SO vs EME
+61,143.5%
-58,103.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -0.9% |
| 7D | -0.2% | +1.9% | -2.0% | -0.3% |
| 30D | -4.6% | -8.3% | +3.7% | -3.8% |
| 3M | -3.0% | -10.7% | +7.7% | -2.4% |
| 6M | -8.3% | +1.9% | -10.1% | -9.0% |
| YTD | +3.5% | +23.5% | -19.9% | +0.5% |
| 1Y | -0.9% | +18.0% | -18.9% | -3.8% |
| 3Y | +45.4% | +236.1% | -190.8% | +23.5% |
| 5Y | +59.6% | +527.9% | -468.3% | +25.3% |
| 10Y | +156.6% | +1,252.8% | -1,096.2% | +81.9% |
| All | +3,040.4% | +61,143.5% | -58,103.1% | +1,732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling