+132.3%
EEM vs SO
+155.9%
-23.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.0% | 0.0% | +1.9% | +2.0% |
| 30D | +5.1% | -2.5% | +7.6% | +5.7% |
| 3M | +4.6% | -4.2% | +8.8% | +5.4% |
| 6M | +17.8% | -7.7% | +25.4% | +19.5% |
| YTD | +25.8% | +3.8% | +22.0% | +23.9% |
| 1Y | +36.4% | +0.1% | +36.3% | +35.3% |
| 3Y | +90.0% | +44.2% | +45.8% | +68.3% |
| 5Y | +46.6% | +57.9% | -11.3% | +24.9% |
| 10Y | +132.3% | +162.0% | -29.7% | +73.6% |
| All | +132.3% | +155.9% | -23.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling