+125.7%
EEM vs SM
+23.2%
+102.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.7% | +2.1% | -2.8% | -0.9% |
| 30D | +2.4% | +18.1% | -15.7% | +1.0% |
| 3M | +4.2% | +17.0% | -12.8% | +2.5% |
| 6M | +14.8% | +55.4% | -40.6% | +9.6% |
| YTD | +23.1% | +108.6% | -85.5% | +14.4% |
| 1Y | +32.5% | +45.7% | -13.1% | +26.8% |
| 3Y | +85.9% | -0.3% | +86.2% | +80.5% |
| 5Y | +43.6% | +113.0% | -69.5% | +28.0% |
| All | +125.7% | +23.2% | +102.4% | +72.4% |
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