+123.6%
EEM vs SPGI
+337.7%
-214.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.3% |
| 7D | +0.7% | -1.4% | +2.0% | +1.2% |
| 30D | -6.2% | +15.3% | -21.5% | -11.0% |
| 3M | -5.2% | +16.5% | -21.7% | -10.6% |
| 6M | -8.1% | +19.8% | -28.0% | -15.3% |
| YTD | +14.0% | -3.2% | +17.2% | +13.3% |
| 1Y | +13.8% | +1.8% | +12.0% | +10.6% |
| 3Y | +73.7% | +30.6% | +43.2% | +48.9% |
| 5Y | +34.6% | +16.0% | +18.5% | +19.2% |
| 10Y | +123.6% | +338.6% | -215.0% | +8.6% |
| All | +123.6% | +337.7% | -214.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling