+66.9%
EMA vs SPY
+73.9%
-7.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +2.8% | -2.7% | +5.5% | +2.9% |
| 30D | +11.9% | -5.4% | +17.2% | +11.9% |
| 3M | -0.7% | -4.1% | +3.4% | -0.7% |
| 6M | -1.0% | +0.7% | -1.7% | -1.2% |
| YTD | +6.1% | +8.7% | -2.5% | +5.5% |
| 1Y | +9.3% | +10.9% | -1.5% | +8.5% |
| All | +66.9% | +73.9% | -7.0% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling