+34.1%
EEM vs SPGI
+12.2%
+21.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | -0.1% | -0.9% | +0.7% | +0.1% |
| 30D | -8.6% | +15.5% | -24.2% | -11.7% |
| 3M | -7.0% | +15.7% | -22.7% | -10.3% |
| 6M | -9.7% | +19.1% | -28.8% | -14.2% |
| YTD | +12.1% | -4.1% | +16.2% | +13.1% |
| 1Y | +14.1% | +1.2% | +12.9% | +12.8% |
| 3Y | +72.1% | +31.6% | +40.5% | +51.8% |
| 5Y | +34.1% | +12.4% | +21.6% | +21.5% |
| All | +34.1% | +12.2% | +21.9% | +21.5% |
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