-85.7%
EMBC vs SPY
+83.0%
-168.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +67.1% |
| 6M | -39.3% | +13.0% | -52.4% | -46.5% |
| YTD | -50.2% | +13.5% | -63.8% | -56.3% |
| 1Y | -58.7% | +20.0% | -78.6% | -65.6% |
| 3Y | -64.3% | +77.2% | -141.5% | -79.3% |
| All | -85.7% | +83.0% | -168.8% | -92.0% |
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