+126.7%
EMB vs SPY
+612.9%
-486.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | +0.5% |
| 30D | +1.3% | -5.4% | +6.7% | +2.5% |
| 3M | -2.2% | -4.1% | +1.8% | -1.4% |
| 6M | -2.3% | +0.7% | -3.1% | -2.6% |
| YTD | -0.6% | +8.7% | -9.3% | -2.5% |
| 1Y | +0.5% | +10.9% | -10.4% | -1.8% |
| 3Y | +29.4% | +75.0% | -45.6% | +14.3% |
| 5Y | +6.5% | +67.8% | -61.3% | -5.7% |
| 10Y | +29.8% | +312.9% | -283.1% | -1.6% |
| All | +126.7% | +612.9% | -486.2% | +55.7% |
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