+64.6%
EEM vs SMR
+7.6%
+57.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +2.0% | +13.1% | -11.1% | +1.1% |
| 30D | +5.1% | +17.8% | -12.7% | +3.8% |
| 3M | +4.6% | +8.1% | -3.5% | +3.6% |
| 6M | +17.8% | -11.1% | +28.9% | +17.4% |
| YTD | +25.8% | -23.7% | +49.5% | +25.9% |
| 1Y | +36.4% | -69.4% | +105.8% | +41.2% |
| 3Y | +90.0% | +82.6% | +7.4% | +71.3% |
| All | +64.6% | +7.6% | +57.0% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling