+43.6%
EEM vs SYY
+20.0%
+23.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | +2.4% | -2.3% | +4.7% | +2.9% |
| 3M | +4.2% | +5.5% | -1.3% | +2.5% |
| 6M | +14.8% | -1.0% | +15.7% | +14.3% |
| YTD | +23.1% | +14.1% | +9.0% | +17.8% |
| 1Y | +32.5% | +5.6% | +27.0% | +29.4% |
| 3Y | +85.9% | +27.9% | +58.0% | +68.3% |
| 5Y | +43.6% | +22.7% | +20.8% | +29.9% |
| All | +43.6% | +20.0% | +23.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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