+284.8%
EEM vs SPYM
+824.3%
-539.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.8% |
| 7D | +3.1% | +0.6% | +2.5% | +2.4% |
| 30D | +4.9% | -0.9% | +5.8% | +5.9% |
| 3M | +5.2% | +3.9% | +1.3% | +1.2% |
| 6M | +20.7% | +14.5% | +6.2% | +5.2% |
| YTD | +26.5% | +13.0% | +13.5% | +11.9% |
| 1Y | +37.8% | +19.4% | +18.4% | +15.0% |
| 3Y | +91.0% | +78.9% | +12.1% | +1.3% |
| 5Y | +47.0% | +82.3% | -35.3% | -25.6% |
| 10Y | +125.6% | +314.7% | -189.2% | -58.8% |
| All | +284.8% | +824.3% | -539.4% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling