+295.5%
SPGI vs EMR
+268.7%
+26.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -2.5% | +3.1% | -5.5% | -3.8% |
| 30D | +5.4% | -3.5% | +8.9% | +6.9% |
| 3M | +9.0% | +9.8% | -0.7% | +3.7% |
| 6M | +0.8% | +10.8% | -10.0% | -5.5% |
| YTD | -12.6% | +15.9% | -28.5% | -20.4% |
| 1Y | -16.1% | +16.4% | -32.6% | -24.3% |
| 3Y | +19.0% | +62.1% | -43.1% | -11.9% |
| 5Y | +5.1% | +62.9% | -57.9% | -23.6% |
| 10Y | +295.5% | +267.8% | +27.7% | +83.3% |
| All | +295.5% | +268.7% | +26.8% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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