+761.8%
EEM vs SPGI
+2,534.4%
-1,772.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.2% |
| 7D | +0.7% | -1.4% | +2.0% | +1.4% |
| 30D | -6.2% | +15.3% | -21.5% | -13.1% |
| 3M | -5.2% | +16.5% | -21.7% | -13.0% |
| 6M | -8.1% | +19.8% | -28.0% | -18.3% |
| YTD | +14.0% | -3.2% | +17.2% | +11.7% |
| 1Y | +13.8% | +1.8% | +12.0% | +8.4% |
| 3Y | +73.7% | +30.6% | +43.2% | +41.1% |
| 5Y | +34.6% | +16.0% | +18.5% | +13.2% |
| 10Y | +123.6% | +338.6% | -215.0% | -19.8% |
| All | +761.8% | +2,534.4% | -1,772.7% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling