+75.9%
EEM vs SN
+490.7%
-414.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | +2.3% | -9.3% | +11.7% | +3.7% |
| 30D | +4.5% | -4.8% | +9.3% | +5.2% |
| 3M | -0.1% | +40.4% | -40.5% | -5.1% |
| 6M | +16.9% | +50.9% | -34.0% | +9.5% |
| YTD | +26.2% | +54.9% | -28.7% | +17.8% |
| 1Y | +40.5% | +43.0% | -2.5% | +32.0% |
| 3Y | +86.2% | +391.8% | -305.6% | +54.6% |
| All | +75.9% | +490.7% | -414.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling