-88.5%
EMAT vs SPY
+9.6%
-98.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.4% | +8.9% | +9.9% |
| 7D | +42.5% | +0.1% | +42.4% | +41.6% |
| 30D | +32.9% | -3.3% | +36.3% | +34.0% |
| 3M | -22.4% | -2.4% | -20.0% | -22.1% |
| 6M | -77.1% | +2.6% | -79.6% | -78.2% |
| All | -88.5% | +9.6% | -98.1% | -90.3% |
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