-90.3%
EMAT vs SPY
+11.6%
-101.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.7% | +11.2% | +11.8% |
| 7D | +10.1% | -0.7% | +10.8% | +10.2% |
| 30D | -10.0% | -1.0% | -8.9% | -9.8% |
| 3M | -36.1% | -0.3% | -35.8% | -36.2% |
| 6M | -80.7% | +7.3% | -88.0% | -82.3% |
| All | -90.3% | +11.6% | -101.9% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling