+830.6%
EEM vs SU
+1,327.5%
-496.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +2.4% | +9.6% | -7.2% | -1.3% |
| 3M | +4.2% | +11.7% | -7.6% | -1.0% |
| 6M | +14.8% | +21.9% | -7.1% | +4.4% |
| YTD | +23.1% | +58.6% | -35.5% | +0.7% |
| 1Y | +32.5% | +66.5% | -34.0% | +6.1% |
| 3Y | +85.9% | +121.4% | -35.5% | +28.8% |
| 5Y | +43.6% | +355.7% | -312.2% | -31.0% |
| 10Y | +127.2% | +264.2% | -137.0% | +3.0% |
| All | +830.6% | +1,327.5% | -496.9% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling