+46.6%
EEM vs SPY
+81.0%
-34.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +2.0% | -0.4% | +2.3% | +2.3% |
| 30D | +5.1% | -1.4% | +6.5% | +6.2% |
| 3M | +4.6% | +3.7% | +0.9% | +1.9% |
| 6M | +17.8% | +13.0% | +4.8% | +8.1% |
| YTD | +25.8% | +12.4% | +13.4% | +16.0% |
| 1Y | +36.4% | +18.5% | +17.9% | +21.2% |
| 3Y | +90.0% | +77.6% | +12.4% | +26.1% |
| 5Y | +46.6% | +81.7% | -35.1% | -4.5% |
| All | +46.6% | +81.0% | -34.4% | -4.5% |
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