+196.4%
SO vs EMR
+277.9%
-81.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | +4.7% | +3.3% | +1.4% | +4.0% |
| 3M | +1.7% | +1.7% | 0.0% | +1.2% |
| 6M | +2.2% | +21.7% | -19.5% | -2.2% |
| YTD | +10.0% | +26.8% | -16.8% | +3.5% |
| 1Y | +6.0% | +31.6% | -25.5% | -1.0% |
| 3Y | +54.1% | +102.5% | -48.4% | +25.6% |
| 5Y | +79.6% | +87.5% | -7.9% | +47.6% |
| All | +196.4% | +277.9% | -81.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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