+144.7%
EEM vs SPMO
+575.0%
-430.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.0% | +2.7% | -0.7% | +0.2% |
| 30D | +5.1% | +1.1% | +4.0% | +4.3% |
| 3M | +4.6% | +2.0% | +2.5% | +3.0% |
| 6M | +17.8% | +26.5% | -8.8% | +1.0% |
| YTD | +25.8% | +26.5% | -0.7% | +7.9% |
| 1Y | +36.4% | +27.9% | +8.5% | +16.0% |
| 3Y | +90.0% | +160.4% | -70.4% | -1.6% |
| 5Y | +46.6% | +151.5% | -104.9% | -23.0% |
| 10Y | +132.3% | +526.3% | -394.1% | -26.7% |
| All | +144.7% | +575.0% | -430.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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