+13,845.6%
SPGI vs EMR
+4,039.8%
+9,805.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.3% |
| 7D | +0.1% | -1.5% | +1.7% | +0.8% |
| 30D | +8.4% | -5.6% | +14.0% | +11.0% |
| 3M | +11.8% | +7.9% | +3.9% | +7.0% |
| 6M | +5.7% | +6.0% | -0.3% | +1.1% |
| YTD | -9.7% | +16.4% | -26.1% | -17.8% |
| 1Y | -12.5% | +16.6% | -29.1% | -20.9% |
| 3Y | +21.8% | +62.9% | -41.0% | -8.1% |
| 5Y | +8.2% | +60.1% | -51.9% | -18.8% |
| 10Y | +309.5% | +268.7% | +40.8% | +99.3% |
| All | +13,845.6% | +4,039.8% | +9,805.8% | +3,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling