+56.2%
EEM vs SN
+681.9%
-625.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | -0.1% | +2.5% |
| 7D | -0.1% | +7.6% | -7.8% | -1.1% |
| 30D | -8.6% | +24.1% | -32.7% | -11.3% |
| 3M | -7.0% | +23.7% | -30.7% | -9.9% |
| 6M | -9.7% | +105.5% | -115.2% | -18.8% |
| YTD | +12.1% | +105.1% | -93.0% | +0.6% |
| 1Y | +14.1% | +148.3% | -134.2% | +0.1% |
| 3Y | +72.1% | +438.7% | -366.5% | +38.4% |
| All | +56.2% | +681.9% | -625.7% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling