+45.0%
EEM vs SPYM
+82.9%
-38.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.6% |
| 7D | -1.3% | -0.8% | -0.5% | -0.6% |
| 30D | +2.1% | -1.1% | +3.2% | +3.0% |
| 3M | +1.0% | +3.9% | -2.9% | -1.8% |
| 6M | +15.9% | +13.6% | +2.3% | +5.8% |
| YTD | +24.6% | +12.7% | +11.9% | +14.5% |
| 1Y | +32.3% | +17.6% | +14.7% | +18.0% |
| 3Y | +85.9% | +77.2% | +8.7% | +23.0% |
| All | +45.0% | +82.9% | -38.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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