+121.1%
EEM vs SO
+197.2%
-76.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -5.4% | +4.7% | -10.1% | -6.4% |
| 3M | -8.6% | +1.7% | -10.3% | -9.1% |
| 6M | -8.9% | +2.2% | -11.0% | -9.7% |
| YTD | +11.9% | +10.0% | +2.0% | +8.7% |
| 1Y | +13.1% | +6.0% | +7.0% | +10.8% |
| 3Y | +70.7% | +54.1% | +16.5% | +49.2% |
| 5Y | +31.8% | +79.6% | -47.9% | +8.7% |
| All | +121.1% | +197.2% | -76.0% | +64.1% |
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