+62.0%
SPG vs EME
+1,301.6%
-1,239.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | -5.8% | -8.4% | +2.6% | -2.2% |
| 3M | -2.8% | -3.6% | +0.8% | -3.6% |
| 6M | +8.9% | +3.6% | +5.3% | +3.0% |
| YTD | +14.3% | +22.5% | -8.2% | -2.0% |
| 1Y | +19.5% | +18.2% | +1.3% | +1.2% |
| 3Y | +106.9% | +238.4% | -131.5% | -16.5% |
| 5Y | +108.7% | +550.5% | -441.8% | -47.9% |
| All | +62.0% | +1,301.6% | -1,239.6% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling