+35.3%
EMB vs SPG
+117.2%
-81.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.5% | +5.6% | -5.1% | -0.2% |
| 30D | +0.9% | +17.6% | -16.7% | -1.2% |
| 3M | -2.1% | +7.5% | -9.6% | -3.0% |
| 6M | -2.2% | +18.5% | -20.7% | -4.4% |
| YTD | -0.6% | +30.9% | -31.5% | -4.1% |
| 1Y | +0.2% | +34.1% | -33.9% | -3.6% |
| 3Y | +29.5% | +135.5% | -106.0% | +15.4% |
| 5Y | +8.0% | +86.5% | -78.5% | -2.2% |
| 10Y | +35.3% | +116.1% | -80.7% | +15.5% |
| All | +35.3% | +117.2% | -81.9% | +15.5% |
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