+46.6%
EEM vs SFM
+217.9%
-171.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.4% |
| 7D | +2.0% | -7.2% | +9.2% | +2.2% |
| 30D | +5.1% | -14.3% | +19.4% | +5.6% |
| 3M | +4.6% | -13.7% | +18.3% | +5.0% |
| 6M | +17.8% | -6.0% | +23.8% | +17.5% |
| YTD | +25.8% | -8.2% | +34.1% | +25.7% |
| 1Y | +36.4% | -46.2% | +82.6% | +40.8% |
| 3Y | +90.0% | +83.6% | +6.4% | +79.3% |
| 5Y | +46.6% | +212.7% | -166.1% | +35.8% |
| All | +46.6% | +217.9% | -171.3% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling