+128.5%
EEM vs SM
+23.0%
+105.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.3% | +4.6% | -5.8% | -1.6% |
| 30D | +2.1% | +18.2% | -16.1% | +0.7% |
| 3M | +1.0% | +22.5% | -21.5% | -0.9% |
| 6M | +15.9% | +50.6% | -34.6% | +11.0% |
| YTD | +24.6% | +108.1% | -83.5% | +15.9% |
| 1Y | +32.3% | +46.0% | -13.7% | +26.5% |
| 3Y | +85.9% | +2.9% | +83.0% | +80.1% |
| 5Y | +45.4% | +112.6% | -67.2% | +29.6% |
| All | +128.5% | +23.0% | +105.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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