+76.2%
EEM vs SN
+496.6%
-420.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +4.9% | -5.6% | +10.5% | +5.6% |
| 3M | +5.2% | +48.1% | -42.8% | -0.8% |
| 6M | +20.7% | +57.6% | -36.9% | +12.4% |
| YTD | +26.5% | +56.5% | -30.0% | +17.9% |
| 1Y | +37.8% | +52.6% | -14.7% | +28.5% |
| 3Y | +91.0% | +412.0% | -321.0% | +58.3% |
| All | +76.2% | +496.6% | -420.4% | +46.2% |
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