+761.8%
EEM vs SPG
+1,764.1%
-1,002.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.7% | +2.7% | -2.1% | -0.3% |
| 30D | -6.2% | +16.6% | -22.8% | -11.7% |
| 3M | -5.2% | +8.1% | -13.3% | -8.2% |
| 6M | -8.1% | +19.3% | -27.5% | -14.8% |
| YTD | +14.0% | +31.1% | -17.1% | +1.7% |
| 1Y | +13.8% | +32.8% | -18.9% | +1.1% |
| 3Y | +73.7% | +135.8% | -62.0% | +21.0% |
| 5Y | +34.6% | +85.1% | -50.5% | +0.6% |
| 10Y | +123.6% | +115.9% | +7.6% | +33.3% |
| All | +761.8% | +1,764.1% | -1,002.3% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling