+854.3%
EEM vs SPG
+1,545.5%
-691.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.3% | -2.4% | +4.7% | +3.3% |
| 30D | +4.5% | -6.8% | +11.4% | +7.4% |
| 3M | -0.1% | +2.7% | -2.7% | -1.6% |
| 6M | +16.9% | +5.5% | +11.5% | +13.9% |
| YTD | +26.2% | +15.7% | +10.5% | +18.4% |
| 1Y | +40.5% | +20.9% | +19.6% | +29.3% |
| 3Y | +86.2% | +112.4% | -26.2% | +34.9% |
| 5Y | +45.5% | +101.4% | -55.9% | +4.8% |
| 10Y | +128.6% | +60.6% | +68.0% | +55.8% |
| All | +854.3% | +1,545.5% | -691.2% | +115.8% |
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