-95.1%
EMAT vs SPY
+9.8%
-104.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.4% |
| 7D | -52.3% | +2.6% | -54.9% | -52.8% |
| 30D | -37.7% | -2.0% | -35.8% | -37.4% |
| 3M | -58.7% | -2.8% | -55.9% | -58.2% |
| 6M | -90.0% | +2.1% | -92.1% | -90.4% |
| All | -95.1% | +9.8% | -104.9% | -95.9% |
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 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