+338.6%
SPGI vs EME
+910.4%
-571.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.8% | +11.3% | -12.2% | -3.3% |
| 30D | +14.3% | -14.6% | +28.8% | +17.9% |
| 3M | +14.5% | -20.4% | +34.9% | +19.7% |
| 6M | +17.3% | -28.3% | +45.5% | +24.6% |
| YTD | -4.6% | +8.6% | -13.1% | -10.8% |
| 1Y | +0.8% | +3.2% | -2.5% | -4.7% |
| 3Y | +28.8% | +216.8% | -188.0% | -23.0% |
| 5Y | +14.0% | +417.5% | -403.5% | -44.6% |
| All | +338.6% | +910.4% | -571.8% | +57.4% |
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