+10,670.3%
SPGI vs EME
+53,473.8%
-42,803.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.2% | +8.4% | -7.1% | -1.0% |
| 30D | +15.9% | -11.5% | +27.4% | +19.1% |
| 3M | +12.3% | -20.6% | +32.9% | +18.2% |
| 6M | +23.7% | -28.5% | +52.2% | +32.1% |
| YTD | -3.5% | +8.0% | -11.6% | -9.4% |
| 1Y | +0.4% | +6.8% | -6.3% | -5.6% |
| 3Y | +29.9% | +213.9% | -184.0% | -15.5% |
| 5Y | +15.2% | +414.8% | -399.6% | -36.1% |
| 10Y | +337.2% | +916.9% | -579.8% | +89.3% |
| All | +10,670.3% | +53,473.8% | -42,803.5% | +2,790.2% |
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