+32.2%
EEM vs SPY
+74.0%
-41.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +5.3% | +3.3% | +2.0% | +2.7% |
| 30D | -7.0% | -2.7% | -4.3% | -4.8% |
| 3M | -8.0% | -1.7% | -6.3% | -6.5% |
| 6M | -6.6% | +3.1% | -9.7% | -8.2% |
| YTD | +12.3% | +11.9% | +0.4% | +4.1% |
| 1Y | +12.2% | +12.0% | +0.2% | +3.9% |
| 3Y | +71.2% | +78.2% | -7.0% | +13.6% |
| 5Y | +32.2% | +73.2% | -41.0% | -10.9% |
| All | +32.2% | +74.0% | -41.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling