+47.0%
EEM vs SM
+111.2%
-64.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.1% |
| 7D | +3.1% | -0.2% | +3.2% | +3.1% |
| 30D | +4.9% | +31.5% | -26.7% | +2.6% |
| 3M | +5.2% | +17.3% | -12.1% | +3.6% |
| 6M | +20.7% | +48.5% | -27.8% | +15.3% |
| YTD | +26.5% | +106.3% | -79.8% | +16.1% |
| 1Y | +37.8% | +47.3% | -9.5% | +31.1% |
| 3Y | +91.0% | -1.4% | +92.4% | +84.9% |
| 5Y | +47.0% | +114.0% | -67.0% | +28.7% |
| All | +47.0% | +111.2% | -64.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling