+15.0%
EEM vs SMR
-87.0%
+102.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.3% | +1.5% |
| 7D | -3.0% | -9.5% | +6.5% | -1.7% |
| 30D | -10.3% | -33.2% | +22.9% | -5.3% |
| 3M | -6.6% | -45.9% | +39.3% | +0.7% |
| 6M | -3.4% | -57.9% | +54.5% | +6.6% |
| YTD | +13.2% | -63.8% | +77.0% | +24.7% |
| 1Y | +15.0% | -85.6% | +100.6% | +32.4% |
| All | +15.0% | -87.0% | +102.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling