+404.2%
EMBJ vs SPY
+76.5%
+327.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.1% |
| 7D | +2.9% | -0.4% | +3.3% | +3.3% |
| 30D | +0.7% | -1.4% | +2.1% | +2.2% |
| 3M | +32.5% | +3.7% | +28.8% | +27.7% |
| 6M | +15.8% | +13.0% | +2.8% | +2.4% |
| YTD | +15.9% | +12.4% | +3.5% | +3.2% |
| 1Y | +23.9% | +18.5% | +5.4% | +5.4% |
| All | +404.2% | +76.5% | +327.7% | +177.0% |
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 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