+29.7%
EMB vs SPXS
-99.5%
+129.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.6% |
| 7D | -1.1% | +6.4% | -7.5% | -0.4% |
| 30D | -1.1% | +6.0% | -7.1% | -0.4% |
| 3M | -0.8% | -11.6% | +10.9% | -1.9% |
| 6M | -0.1% | -28.7% | +28.7% | -3.1% |
| YTD | +0.4% | -26.3% | +26.7% | -2.2% |
| 1Y | +3.3% | -34.9% | +38.2% | -0.5% |
| 3Y | +29.0% | -79.5% | +108.5% | +12.5% |
| 5Y | +6.3% | -85.9% | +92.3% | -7.4% |
| All | +29.7% | -99.5% | +129.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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