+854.3%
EEM vs SM
+244.1%
+610.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +4.5% | +26.3% | -21.8% | +0.4% |
| 3M | -0.1% | +8.7% | -8.7% | -2.3% |
| 6M | +16.9% | +51.7% | -34.7% | +6.8% |
| YTD | +26.2% | +99.0% | -72.8% | +9.7% |
| 1Y | +40.5% | +34.6% | +5.9% | +29.7% |
| 3Y | +86.2% | -7.8% | +93.9% | +77.1% |
| 5Y | +45.5% | +104.8% | -59.3% | +13.3% |
| 10Y | +128.6% | +7.2% | +121.4% | +35.3% |
| All | +854.3% | +244.1% | +610.2% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling