+131.7%
EMB vs SPY
+644.9%
-513.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | -0.4% | +2.0% | -2.4% | -0.9% |
| 6M | +0.1% | +13.0% | -12.9% | -2.5% |
| YTD | +1.6% | +13.5% | -12.0% | -1.2% |
| 1Y | +5.6% | +20.0% | -14.4% | +1.5% |
| 3Y | +29.8% | +77.2% | -47.4% | +14.4% |
| 5Y | +7.3% | +81.9% | -74.6% | -6.6% |
| 10Y | +30.4% | +314.1% | -283.6% | -1.5% |
| All | +131.7% | +644.9% | -513.1% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling