+854.3%
EEM vs SPGI
+2,359.2%
-1,504.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | +4.5% | +8.4% | -3.9% | 0.0% |
| 3M | -0.1% | +11.8% | -11.9% | -7.2% |
| 6M | +16.9% | +5.7% | +11.2% | +11.3% |
| YTD | +26.2% | -9.7% | +35.9% | +28.8% |
| 1Y | +40.5% | -12.5% | +53.0% | +44.8% |
| 3Y | +86.2% | +21.8% | +64.4% | +57.0% |
| 5Y | +45.5% | +8.2% | +37.3% | +26.9% |
| 10Y | +128.6% | +309.5% | -180.9% | -14.6% |
| All | +854.3% | +2,359.2% | -1,504.9% | +4.1% |
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