+854.3%
EEM vs SPY
+1,246.2%
-391.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +4.5% | +0.1% | +4.5% | +4.5% |
| 3M | -0.1% | +2.0% | -2.1% | -2.0% |
| 6M | +16.9% | +13.0% | +3.9% | +1.9% |
| YTD | +26.2% | +13.5% | +12.7% | +9.4% |
| 1Y | +40.5% | +20.0% | +20.5% | +14.1% |
| 3Y | +86.2% | +77.2% | +9.0% | -7.8% |
| 5Y | +45.5% | +81.9% | -36.4% | -32.7% |
| 10Y | +128.6% | +314.1% | -185.4% | -66.7% |
| All | +854.3% | +1,246.2% | -391.9% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling