+5,976.4%
SO vs EMR
+4,039.8%
+1,936.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.1% |
| 7D | -0.2% | -1.5% | +1.4% | +0.1% |
| 30D | -4.6% | -5.6% | +1.0% | -3.5% |
| 3M | -3.0% | +7.9% | -11.0% | -4.9% |
| 6M | -8.3% | +6.0% | -14.3% | -10.0% |
| YTD | +3.5% | +16.4% | -12.9% | -0.8% |
| 1Y | -0.9% | +16.6% | -17.5% | -5.3% |
| 3Y | +45.4% | +62.9% | -17.5% | +26.5% |
| 5Y | +59.6% | +60.1% | -0.5% | +38.1% |
| 10Y | +156.6% | +268.8% | -112.1% | +77.7% |
| All | +5,976.4% | +4,039.8% | +1,936.5% | +2,066.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling