+28.5%
SPGI vs EME
+217.7%
-189.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -0.8% | +11.3% | -12.2% | -0.9% |
| 30D | +14.3% | -14.6% | +28.8% | +14.5% |
| 3M | +14.5% | -20.4% | +34.9% | +14.8% |
| 6M | +17.3% | -28.3% | +45.5% | +18.4% |
| YTD | -4.6% | +8.6% | -13.1% | -7.3% |
| 1Y | +0.8% | +3.2% | -2.5% | -1.7% |
| All | +28.5% | +217.7% | -189.2% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling