+842.3%
EEM vs SNY
+264.6%
+577.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -3.3% | +2.1% | +0.5% |
| 30D | +2.1% | -2.2% | +4.2% | +3.1% |
| 3M | +1.0% | -3.0% | +4.1% | +1.9% |
| 6M | +15.9% | +2.7% | +13.2% | +12.9% |
| YTD | +24.6% | -6.8% | +31.5% | +27.4% |
| 1Y | +32.3% | -5.3% | +37.5% | +33.3% |
| 3Y | +85.9% | -9.8% | +95.7% | +82.8% |
| 5Y | +45.4% | +9.7% | +35.7% | +22.6% |
| 10Y | +130.1% | +64.5% | +65.6% | +42.2% |
| All | +842.3% | +264.6% | +577.7% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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