-16.1%
SPGI vs EMR
+16.0%
-32.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | -2.5% | +3.1% | -5.5% | -2.6% |
| 30D | +5.4% | -3.5% | +8.9% | +5.6% |
| 3M | +9.0% | +9.8% | -0.7% | +8.3% |
| 6M | +0.8% | +10.8% | -10.0% | -0.3% |
| YTD | -12.6% | +15.9% | -28.5% | -14.2% |
| 1Y | -16.1% | +16.4% | -32.6% | -18.2% |
| All | -16.1% | +16.0% | -32.2% | -18.2% |
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