-84.2%
EMBC vs SPY
+78.6%
-162.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +5.8% | -0.6% | +6.3% | +6.4% |
| 30D | +13.1% | -3.7% | +16.8% | +17.0% |
| 3M | +29.1% | -2.7% | +31.9% | +32.5% |
| 6M | +77.5% | +2.2% | +75.4% | +73.9% |
| YTD | -44.8% | +10.8% | -55.6% | -50.4% |
| 1Y | -51.4% | +11.2% | -62.7% | -56.5% |
| 3Y | -51.3% | +76.5% | -127.7% | -71.6% |
| All | -84.2% | +78.6% | -162.8% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling