+31.0%
EMB vs SPG
+63.6%
-32.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.5% | -4.9% | +4.5% | +0.1% |
| 3M | +0.3% | +3.3% | -3.0% | -0.2% |
| 6M | +1.2% | +11.2% | -10.0% | -0.3% |
| YTD | +1.5% | +17.1% | -15.6% | -0.7% |
| 1Y | +4.8% | +21.6% | -16.8% | +2.0% |
| 3Y | +30.4% | +111.9% | -81.5% | +17.7% |
| 5Y | +7.3% | +106.9% | -99.7% | -3.8% |
| All | +31.0% | +63.6% | -32.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling