+45.0%
EEM vs SU
+348.9%
-304.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.3% | +2.2% | -3.5% | -1.6% |
| 30D | +2.1% | +8.4% | -6.4% | +0.6% |
| 3M | +1.0% | +12.1% | -11.1% | -1.1% |
| 6M | +15.9% | +19.7% | -3.8% | +11.3% |
| YTD | +24.6% | +58.4% | -33.8% | +12.9% |
| 1Y | +32.3% | +67.2% | -35.0% | +18.4% |
| 3Y | +85.9% | +125.0% | -39.1% | +54.9% |
| All | +45.0% | +348.9% | -304.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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