+22.7%
EMBD vs SPY
+165.9%
-143.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.5% |
| 30D | -1.1% | -2.0% | +0.9% | -0.7% |
| 3M | -3.9% | -2.8% | -1.2% | -3.3% |
| 6M | -2.8% | +2.1% | -4.9% | -3.4% |
| YTD | -2.1% | +11.5% | -13.6% | -4.8% |
| 1Y | -1.2% | +13.5% | -14.7% | -4.4% |
| 3Y | +28.4% | +77.7% | -49.3% | +10.0% |
| 5Y | +12.3% | +72.6% | -60.3% | -4.9% |
| All | +22.7% | +165.9% | -143.1% | -6.8% |
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