+13.1%
EEM vs SFM
-36.8%
+49.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | +2.7% | +6.0% | -3.4% | +3.0% |
| 30D | -5.4% | -19.5% | +14.1% | -6.6% |
| 3M | -8.6% | -37.0% | +28.4% | -11.7% |
| 6M | -8.9% | -41.0% | +32.1% | -12.2% |
| YTD | +11.9% | -34.6% | +46.6% | +9.9% |
| 1Y | +13.1% | -36.3% | +49.3% | +11.0% |
| All | +13.1% | -36.8% | +49.9% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling