+4,519.2%
SPG vs EME
+61,143.5%
-56,624.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -2.4% | +1.9% | -4.3% | -3.1% |
| 30D | -6.8% | -8.3% | +1.4% | -4.0% |
| 3M | +2.7% | -10.7% | +13.4% | +4.9% |
| 6M | +5.5% | +1.9% | +3.6% | +1.8% |
| YTD | +15.7% | +23.5% | -7.8% | +2.9% |
| 1Y | +20.9% | +18.0% | +2.9% | +7.4% |
| 3Y | +112.4% | +236.1% | -123.7% | +18.5% |
| 5Y | +101.4% | +527.9% | -426.5% | -13.6% |
| 10Y | +60.6% | +1,252.8% | -1,192.1% | -48.2% |
| All | +4,519.2% | +61,143.5% | -56,624.3% | +889.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling