+205.4%
EEM vs SPXU
-100.0%
+305.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.8% |
| 7D | +3.1% | -1.5% | +4.6% | +2.6% |
| 30D | +4.9% | +3.7% | +1.1% | +6.2% |
| 3M | +5.2% | -9.6% | +14.8% | +2.8% |
| 6M | +20.7% | -32.4% | +53.1% | +8.9% |
| YTD | +26.5% | -28.7% | +55.1% | +16.7% |
| 1Y | +37.8% | -38.2% | +76.1% | +22.4% |
| 3Y | +91.0% | -80.4% | +171.4% | +26.2% |
| 5Y | +47.0% | -86.0% | +133.1% | -0.8% |
| 10Y | +125.6% | -99.5% | +225.1% | -38.8% |
| All | +205.4% | -100.0% | +305.4% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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