+573.2%
SPMO vs EMB
+47.4%
+525.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -0.4% | -0.3% | -0.1% | -0.1% |
| 3M | -1.9% | -0.4% | -1.5% | -1.4% |
| 6M | +25.0% | +0.1% | +24.9% | +25.2% |
| YTD | +26.0% | +1.6% | +24.4% | +24.5% |
| 1Y | +28.7% | +5.6% | +23.1% | +22.7% |
| 3Y | +160.9% | +29.8% | +131.1% | +107.6% |
| 5Y | +147.9% | +7.3% | +140.6% | +137.1% |
| 10Y | +518.9% | +30.4% | +488.5% | +422.7% |
| All | +573.2% | +47.4% | +525.9% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling