+72.1%
EEM vs SO
+50.8%
+21.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +3.0% |
| 7D | -0.1% | -1.1% | +1.0% | -0.2% |
| 30D | -8.6% | +8.6% | -17.2% | -8.2% |
| 3M | -7.0% | +1.8% | -8.8% | -6.9% |
| 6M | -9.7% | +3.6% | -13.3% | -9.7% |
| YTD | +12.1% | +9.9% | +2.2% | +12.0% |
| 1Y | +14.1% | +5.7% | +8.4% | +14.1% |
| 3Y | +72.1% | +52.5% | +19.6% | +62.4% |
| All | +72.1% | +50.8% | +21.3% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling