+61.0%
EEM vs SMR
+1.6%
+59.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.8% |
| 7D | -0.7% | +4.7% | -5.4% | -1.1% |
| 30D | +2.4% | +3.2% | -0.8% | +2.0% |
| 3M | +4.2% | +9.9% | -5.7% | +3.1% |
| 6M | +14.8% | -15.1% | +29.9% | +14.8% |
| YTD | +23.1% | -27.9% | +51.0% | +23.7% |
| 1Y | +32.5% | -70.2% | +102.8% | +37.5% |
| 3Y | +85.9% | +72.5% | +13.4% | +68.2% |
| All | +61.0% | +1.6% | +59.4% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling