+150.1%
EEMA vs SPY
+322.5%
-172.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.7% |
| 7D | -1.7% | -0.8% | -1.0% | -1.1% |
| 30D | +1.4% | -1.1% | +2.5% | +2.3% |
| 3M | +1.7% | +3.9% | -2.1% | -1.3% |
| 6M | +17.5% | +13.6% | +3.9% | +6.5% |
| YTD | +25.2% | +12.7% | +12.6% | +14.3% |
| 1Y | +32.4% | +17.5% | +14.9% | +16.9% |
| 3Y | +89.3% | +76.9% | +12.4% | +19.1% |
| 5Y | +45.8% | +83.6% | -37.7% | -11.8% |
| All | +150.1% | +322.5% | -172.3% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling