+7.2%
EMB vs SPXS
-85.7%
+92.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | 0.0% |
| 7D | 0.0% | +1.2% | -1.2% | +0.2% |
| 30D | -0.3% | +5.2% | -5.4% | +0.3% |
| 3M | -0.3% | -9.2% | +8.9% | -1.1% |
| 6M | +0.7% | -29.6% | +30.3% | -2.6% |
| YTD | +1.3% | -27.6% | +28.9% | -1.7% |
| 1Y | +4.7% | -36.7% | +41.4% | +0.3% |
| 3Y | +30.1% | -79.8% | +109.9% | +11.7% |
| All | +7.2% | -85.7% | +92.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling