+5.1%
SPGI vs EME
+565.5%
-560.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.5% |
| 7D | -2.5% | +5.2% | -7.6% | -3.1% |
| 30D | +5.4% | -5.4% | +10.8% | +6.0% |
| 3M | +9.0% | -6.1% | +15.1% | +9.3% |
| 6M | +0.8% | +9.7% | -8.9% | -2.1% |
| YTD | -12.6% | +26.6% | -39.1% | -18.1% |
| 1Y | -16.1% | +24.6% | -40.8% | -22.7% |
| 3Y | +19.0% | +249.6% | -230.6% | -25.5% |
| 5Y | +5.1% | +556.6% | -551.5% | -51.6% |
| All | +5.1% | +565.5% | -560.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling