+128.5%
EEM vs SFM
+271.4%
-142.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -1.3% | -10.6% | +9.4% | -0.5% |
| 30D | +2.1% | -15.5% | +17.5% | +3.2% |
| 3M | +1.0% | -17.4% | +18.5% | +2.1% |
| 6M | +15.9% | -3.4% | +19.4% | +15.5% |
| YTD | +24.6% | -8.7% | +33.3% | +24.6% |
| 1Y | +32.3% | -47.2% | +79.4% | +38.0% |
| 3Y | +85.9% | +82.7% | +3.2% | +71.4% |
| 5Y | +45.4% | +214.3% | -168.9% | +25.2% |
| All | +128.5% | +271.4% | -142.9% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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