+85.2%
EEM vs SITM
+4,789.7%
-4,704.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.3% | +0.5% |
| 7D | -1.3% | +3.9% | -5.1% | -1.8% |
| 30D | +2.1% | -6.6% | +8.7% | +2.8% |
| 3M | +1.0% | -11.9% | +12.9% | +1.5% |
| 6M | +15.9% | +81.1% | -65.2% | +4.7% |
| YTD | +24.6% | +80.0% | -55.3% | +12.0% |
| 1Y | +32.3% | +145.8% | -113.6% | +12.7% |
| 3Y | +85.9% | +475.9% | -390.0% | +32.4% |
| 5Y | +45.4% | +189.2% | -143.8% | +4.8% |
| All | +85.2% | +4,789.7% | -4,704.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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