+36.4%
EEM vs SN
+47.1%
-10.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +2.0% | -3.4% | +5.4% | +2.7% |
| 30D | +5.1% | -9.1% | +14.1% | +7.1% |
| 3M | +4.6% | +31.8% | -27.2% | -2.9% |
| 6M | +17.8% | +52.0% | -34.3% | +4.5% |
| YTD | +25.8% | +51.3% | -25.5% | +12.2% |
| 1Y | +36.4% | +46.9% | -10.5% | +20.3% |
| All | +36.4% | +47.1% | -10.7% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling