+46.6%
EEM vs SPGI
+1.6%
+45.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.1% |
| 7D | +2.0% | -3.1% | +5.1% | +2.7% |
| 30D | +5.1% | +2.0% | +3.0% | +4.4% |
| 3M | +4.6% | +4.3% | +0.3% | +2.8% |
| 6M | +17.8% | -0.2% | +18.0% | +17.0% |
| YTD | +25.8% | -14.8% | +40.6% | +30.4% |
| 1Y | +36.4% | -18.5% | +54.9% | +43.2% |
| 3Y | +90.0% | +16.0% | +74.0% | +73.4% |
| 5Y | +46.6% | +2.2% | +44.4% | +34.6% |
| All | +46.6% | +1.6% | +45.0% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling