+31.7%
SPGI vs EMR
+85.7%
-54.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -1.6% | +1.8% | +0.6% |
| 30D | +18.4% | +2.0% | +16.4% | +17.9% |
| 3M | +15.7% | +3.8% | +11.9% | +14.6% |
| 6M | +17.3% | +10.5% | +6.8% | +14.2% |
| YTD | -4.7% | +23.7% | -28.4% | -10.9% |
| 1Y | +1.8% | +25.4% | -23.6% | -5.4% |
| 3Y | +31.7% | +86.6% | -54.9% | +8.5% |
| All | +31.7% | +85.7% | -54.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling