+65.4%
EEM vs SMR
+11.2%
+54.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.3% | -15.1% | -0.8% |
| 7D | +3.1% | +21.4% | -18.3% | +1.7% |
| 30D | +4.9% | +13.8% | -9.0% | +3.8% |
| 3M | +5.2% | +3.9% | +1.3% | +4.4% |
| 6M | +20.7% | -4.2% | +24.9% | +19.9% |
| YTD | +26.5% | -21.1% | +47.6% | +26.3% |
| 1Y | +37.8% | -67.1% | +104.9% | +42.1% |
| 3Y | +91.0% | +88.9% | +2.1% | +71.8% |
| All | +65.4% | +11.2% | +54.2% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling