+747.7%
EEM vs SO
+845.8%
-98.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.2% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | -8.6% | +8.6% | -17.2% | -12.7% |
| 3M | -7.0% | +1.8% | -8.8% | -8.2% |
| 6M | -9.7% | +3.6% | -13.3% | -12.3% |
| YTD | +12.1% | +9.9% | +2.2% | +5.0% |
| 1Y | +14.1% | +5.7% | +8.4% | +8.9% |
| 3Y | +72.1% | +52.5% | +19.6% | +30.4% |
| 5Y | +34.1% | +77.3% | -43.2% | -10.4% |
| 10Y | +109.6% | +186.8% | -77.2% | -12.1% |
| All | +747.7% | +845.8% | -98.1% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling