+2.2%
SPGI vs EMR
+29.9%
-27.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.4% | -2.0% | +0.6% | -1.3% |
| 30D | +15.3% | +2.8% | +12.4% | +15.1% |
| 3M | +16.5% | +2.0% | +14.5% | +16.4% |
| 6M | +19.8% | +20.7% | -0.9% | +18.4% |
| YTD | -3.2% | +27.3% | -30.5% | -6.3% |
| All | +2.2% | +29.9% | -27.7% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling