+121.1%
EEM vs SPY
+307.0%
-185.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | +0.5% |
| 30D | -5.4% | -2.0% | -3.4% | -3.6% |
| 3M | -8.6% | -2.8% | -5.9% | -6.2% |
| 6M | -8.9% | +2.1% | -11.0% | -10.0% |
| YTD | +11.9% | +11.5% | +0.4% | +3.1% |
| 1Y | +13.1% | +13.5% | -0.4% | +2.7% |
| 3Y | +70.7% | +77.7% | -7.0% | +5.6% |
| 5Y | +31.8% | +72.6% | -40.8% | -17.1% |
| All | +121.1% | +307.0% | -185.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling