+460.5%
SPMO vs EMB
+36.5%
+424.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.3% |
| 7D | +6.3% | -0.9% | +7.3% | +7.4% |
| 30D | -8.9% | +0.4% | -9.2% | -9.2% |
| 3M | -13.2% | -3.1% | -10.1% | -10.4% |
| 6M | -9.3% | -2.1% | -7.2% | -7.1% |
| YTD | +11.6% | -1.1% | +12.6% | +13.2% |
| 1Y | +13.4% | -0.1% | +13.4% | +13.9% |
| 3Y | +122.9% | +29.6% | +93.3% | +75.8% |
| 5Y | +113.9% | +7.2% | +106.7% | +105.6% |
| All | +460.5% | +36.5% | +424.1% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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