+290.0%
SPGI vs EME
+1,312.7%
-1,022.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.0% |
| 7D | -3.1% | +2.7% | -5.8% | -3.7% |
| 30D | +2.0% | -6.8% | +8.8% | +3.5% |
| 3M | +4.3% | -8.8% | +13.2% | +5.3% |
| 6M | -0.2% | +5.0% | -5.2% | -3.7% |
| YTD | -14.8% | +23.5% | -38.3% | -22.1% |
| 1Y | -18.5% | +21.3% | -39.9% | -26.6% |
| 3Y | +16.0% | +241.1% | -225.1% | -30.5% |
| 5Y | +2.2% | +549.2% | -547.0% | -52.8% |
| All | +290.0% | +1,312.7% | -1,022.7% | +31.1% |
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