+86.9%
EEM vs SITM
+4,437.5%
-4,350.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +2.0% | +3.7% | -1.7% | +1.5% |
| 30D | +5.1% | -14.5% | +19.6% | +7.1% |
| 3M | +4.6% | -10.6% | +15.1% | +4.9% |
| 6M | +17.8% | +65.5% | -47.8% | +7.7% |
| YTD | +25.8% | +67.0% | -41.2% | +14.2% |
| 1Y | +36.4% | +138.6% | -102.2% | +16.7% |
| 3Y | +90.0% | +421.8% | -331.8% | +37.1% |
| 5Y | +46.6% | +172.4% | -125.9% | +6.6% |
| All | +86.9% | +4,437.5% | -4,350.6% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling