+2.9%
SPGI vs EMB
+0.7%
+2.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.4% |
| 7D | +7.2% | +0.7% | +6.5% | +6.5% |
| 30D | +23.2% | +2.3% | +20.9% | +21.0% |
| 3M | +17.0% | -2.5% | +19.5% | +18.7% |
| 6M | +20.4% | -1.1% | +21.5% | +21.0% |
| YTD | -1.9% | -0.6% | -1.3% | -3.8% |
| 1Y | +2.9% | +0.6% | +2.3% | +1.4% |
| All | +2.9% | +0.7% | +2.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling