+6.0%
SO vs EMR
+29.1%
-23.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +2.8% | -1.5% | +1.4% |
| 30D | +4.7% | +3.7% | +1.1% | +4.8% |
| 3M | +1.7% | +2.0% | -0.3% | +1.8% |
| 6M | +2.2% | +22.1% | -20.0% | +2.7% |
| YTD | +10.0% | +27.2% | -17.3% | +9.5% |
| 1Y | +6.0% | +32.0% | -26.0% | +5.1% |
| All | +6.0% | +29.1% | -23.0% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling