+162.0%
SO vs EMR
+266.1%
-104.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | -2.5% | -5.0% | +2.5% | -1.6% |
| 3M | -4.2% | +5.9% | -10.1% | -5.5% |
| 6M | -7.7% | +7.3% | -15.0% | -9.5% |
| YTD | +3.8% | +14.6% | -10.8% | -0.1% |
| 1Y | +0.1% | +15.6% | -15.6% | -4.2% |
| 3Y | +44.2% | +60.2% | -16.0% | +24.9% |
| 5Y | +57.9% | +65.8% | -8.0% | +33.6% |
| 10Y | +162.0% | +277.4% | -115.4% | +85.4% |
| All | +162.0% | +266.1% | -104.1% | +85.4% |
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