+494.3%
EMBJ vs SPY
+712.3%
-218.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.8% |
| 7D | +3.1% | +0.5% | +2.5% | +2.4% |
| 30D | +1.2% | -0.9% | +2.2% | +2.4% |
| 3M | +31.2% | +3.9% | +27.3% | +25.4% |
| 6M | +20.2% | +14.5% | +5.7% | +3.0% |
| YTD | +15.2% | +12.9% | +2.3% | +0.6% |
| 1Y | +23.0% | +19.4% | +3.6% | +0.5% |
| 3Y | +401.4% | +78.5% | +322.9% | +149.8% |
| 5Y | +369.6% | +81.8% | +287.9% | +136.0% |
| 10Y | +281.0% | +311.5% | -30.5% | -19.7% |
| All | +494.3% | +712.3% | -218.0% | -41.5% |
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