+46.6%
EEM vs SPG
+104.0%
-57.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +2.0% | -1.7% | +3.6% | +2.4% |
| 30D | +5.1% | -6.3% | +11.3% | +7.0% |
| 3M | +4.6% | -2.4% | +7.0% | +4.9% |
| 6M | +17.8% | +9.6% | +8.1% | +13.8% |
| YTD | +25.8% | +14.2% | +11.6% | +19.9% |
| 1Y | +36.4% | +19.3% | +17.1% | +28.0% |
| 3Y | +90.0% | +106.7% | -16.7% | +46.9% |
| 5Y | +46.6% | +104.2% | -57.6% | +11.2% |
| All | +46.6% | +104.0% | -57.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling