+157.4%
EEMX vs SPY
+310.3%
-153.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +5.0% | -1.4% | +6.3% | +6.1% |
| 3M | +4.8% | +3.7% | +1.1% | +2.1% |
| 6M | +19.0% | +13.0% | +6.0% | +9.2% |
| YTD | +27.2% | +12.4% | +14.8% | +17.3% |
| 1Y | +38.3% | +18.5% | +19.8% | +22.7% |
| 3Y | +95.3% | +77.6% | +17.7% | +27.6% |
| 5Y | +54.4% | +81.7% | -27.3% | -1.7% |
| All | +157.4% | +310.3% | -153.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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