+58.8%
EEM vs SN
+673.1%
-614.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | +3.5% | -2.8% | +0.2% |
| 30D | -6.2% | +19.4% | -25.7% | -8.5% |
| 3M | -5.2% | +20.9% | -26.1% | -7.8% |
| 6M | -8.1% | +111.1% | -119.3% | -17.7% |
| YTD | +14.0% | +102.8% | -88.8% | +2.4% |
| 1Y | +13.8% | +146.2% | -132.4% | 0.0% |
| 3Y | +73.7% | +441.4% | -367.7% | +39.8% |
| All | +58.8% | +673.1% | -614.3% | +27.0% |
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