+1,922.0%
EBMT vs SPY
+709.7%
+1,212.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -2.1% | -0.8% | -1.4% | -2.0% |
| 30D | -4.5% | -1.1% | -3.4% | -4.3% |
| 3M | -3.7% | +3.9% | -7.6% | -4.4% |
| 6M | +7.9% | +13.6% | -5.7% | +5.6% |
| YTD | +14.8% | +12.7% | +2.1% | +12.4% |
| 1Y | +31.2% | +17.5% | +13.7% | +27.6% |
| 3Y | +103.3% | +76.9% | +26.4% | +85.6% |
| 5Y | +20.5% | +83.6% | -63.1% | +8.9% |
| 10Y | +106.7% | +320.7% | -214.0% | +70.8% |
| All | +1,922.0% | +709.7% | +1,212.3% | +1,770.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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