+10,554.8%
SPGI vs EME
+53,750.9%
-43,196.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.8% | +11.3% | -12.2% | -3.7% |
| 30D | +14.3% | -14.6% | +28.8% | +18.5% |
| 3M | +14.5% | -20.4% | +34.9% | +20.5% |
| 6M | +17.3% | -28.3% | +45.5% | +25.2% |
| YTD | -4.6% | +8.6% | -13.1% | -10.5% |
| 1Y | +0.8% | +3.2% | -2.5% | -4.4% |
| 3Y | +28.8% | +216.8% | -188.0% | -16.5% |
| 5Y | +14.0% | +417.5% | -403.5% | -36.9% |
| 10Y | +332.5% | +922.2% | -589.7% | +87.0% |
| All | +10,554.8% | +53,750.9% | -43,196.1% | +2,755.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling