+75.3%
EEM vs SN
+476.8%
-401.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | +2.0% | -3.4% | +5.4% | +2.5% |
| 30D | +5.1% | -9.1% | +14.1% | +6.4% |
| 3M | +4.6% | +31.8% | -27.2% | +0.2% |
| 6M | +17.8% | +52.0% | -34.3% | +10.3% |
| YTD | +25.8% | +51.3% | -25.5% | +17.8% |
| 1Y | +36.4% | +46.9% | -10.5% | +27.8% |
| 3Y | +90.0% | +394.9% | -304.9% | +58.2% |
| All | +75.3% | +476.8% | -401.5% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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