+151.5%
SPMO vs EMB
+7.1%
+144.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +1.1% | -0.3% | +1.3% | +1.3% |
| 3M | +2.0% | -0.3% | +2.3% | +2.4% |
| 6M | +26.5% | +0.7% | +25.8% | +26.0% |
| YTD | +26.5% | +1.3% | +25.2% | +25.5% |
| 1Y | +27.9% | +4.7% | +23.2% | +23.3% |
| 3Y | +160.4% | +30.1% | +130.3% | +113.3% |
| 5Y | +151.5% | +6.9% | +144.6% | +153.4% |
| All | +151.5% | +7.1% | +144.4% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling