+150.0%
EEMA vs SPY
+618.8%
-468.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +2.6% | +2.6% | 0.0% | +0.3% |
| 30D | -5.2% | -2.0% | -3.2% | -3.4% |
| 3M | -9.0% | -2.8% | -6.2% | -6.6% |
| 6M | -8.4% | +2.1% | -10.5% | -9.6% |
| YTD | +12.7% | +11.5% | +1.2% | +3.7% |
| 1Y | +13.8% | +13.5% | +0.4% | +3.2% |
| 3Y | +75.9% | +77.7% | -1.8% | +8.3% |
| 5Y | +33.2% | +72.6% | -39.4% | -16.7% |
| 10Y | +138.6% | +308.2% | -169.5% | -33.9% |
| All | +150.0% | +618.8% | -468.9% | -58.4% |
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