+61.9%
SPG vs EME
+1,312.7%
-1,250.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.9% |
| 30D | -6.3% | -6.8% | +0.5% | -3.5% |
| 3M | -2.4% | -8.8% | +6.4% | -0.7% |
| 6M | +9.6% | +5.0% | +4.6% | +3.1% |
| YTD | +14.2% | +23.5% | -9.3% | -2.4% |
| 1Y | +19.3% | +21.3% | -2.0% | -0.3% |
| 3Y | +106.7% | +241.1% | -134.3% | -16.8% |
| 5Y | +104.2% | +549.2% | -444.9% | -48.8% |
| All | +61.9% | +1,312.7% | -1,250.9% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling