+5,107.5%
SPG vs EME
+53,750.9%
-48,643.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +3.1% | +11.3% | -8.2% | -1.0% |
| 30D | +16.4% | -14.6% | +31.0% | +22.4% |
| 3M | +7.1% | -20.4% | +27.5% | +15.0% |
| 6M | +16.1% | -28.3% | +44.3% | +27.2% |
| YTD | +30.4% | +8.6% | +21.9% | +20.4% |
| 1Y | +33.0% | +3.2% | +29.7% | +24.8% |
| 3Y | +134.6% | +216.8% | -82.1% | +32.4% |
| 5Y | +84.9% | +417.5% | -332.6% | -15.3% |
| 10Y | +114.9% | +922.2% | -807.3% | -24.0% |
| All | +5,107.5% | +53,750.9% | -48,643.3% | +1,056.9% |
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