+746.2%
EEM vs SM
+209.0%
+537.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +2.7% | +9.4% | -6.7% | +1.1% |
| 30D | -5.4% | -14.4% | +9.0% | -3.4% |
| 3M | -8.6% | +1.6% | -10.2% | -9.7% |
| 6M | -8.9% | +6.3% | -15.2% | -11.5% |
| YTD | +11.9% | +78.8% | -66.9% | -1.8% |
| 1Y | +13.1% | +83.1% | -70.1% | -1.4% |
| 3Y | +70.7% | -5.9% | +76.6% | +60.8% |
| 5Y | +31.8% | +4.8% | +26.9% | +15.4% |
| 10Y | +119.5% | +17.5% | +102.0% | +24.8% |
| All | +746.2% | +209.0% | +537.2% | +109.4% |
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 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