+278.1%
EMA vs SPY
+772.1%
-494.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +2.8% | -2.7% | +5.5% | +3.9% |
| 30D | +11.9% | -5.4% | +17.2% | +14.2% |
| 3M | -0.7% | -4.1% | +3.4% | +0.8% |
| 6M | -1.0% | +0.7% | -1.7% | -1.7% |
| YTD | +6.1% | +8.7% | -2.5% | +2.0% |
| 1Y | +9.3% | +10.9% | -1.5% | +4.1% |
| 3Y | +63.5% | +75.0% | -11.5% | +25.8% |
| 5Y | +36.6% | +67.8% | -31.2% | +5.9% |
| 10Y | +131.5% | +312.9% | -181.3% | +18.4% |
| All | +278.1% | +772.1% | -494.0% | +34.9% |
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