-58.5%
EMBC vs SPY
+80.4%
-139.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +14.9% | +0.1% | +14.7% | +14.7% |
| 30D | +62.8% | +0.1% | +62.7% | +62.9% |
| 3M | +70.4% | +2.0% | +68.4% | +67.0% |
| 6M | -39.3% | +13.0% | -52.4% | -47.2% |
| YTD | -50.2% | +13.5% | -63.8% | -56.9% |
| 1Y | -58.7% | +20.0% | -78.6% | -66.4% |
| All | -58.5% | +80.4% | -139.0% | -82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling