+856.1%
EEM vs SYY
+460.5%
+395.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.1% | -2.8% | +5.8% | +4.3% |
| 30D | +4.9% | -5.3% | +10.1% | +7.3% |
| 3M | +5.2% | +5.1% | +0.1% | +2.5% |
| 6M | +20.7% | -5.0% | +25.7% | +21.8% |
| YTD | +26.5% | +10.7% | +15.8% | +18.6% |
| 1Y | +37.8% | +0.7% | +37.2% | +34.5% |
| 3Y | +91.0% | +24.0% | +66.9% | +65.9% |
| 5Y | +47.0% | +19.3% | +27.8% | +27.1% |
| 10Y | +125.6% | +96.4% | +29.2% | +23.7% |
| All | +856.1% | +460.5% | +395.5% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling