+39.0%
EMC vs SPY
+90.7%
-51.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -8.5% | -3.3% | -5.2% | -5.4% |
| 3M | -7.1% | -2.4% | -4.6% | -4.6% |
| 6M | -9.4% | +2.6% | -11.9% | -10.8% |
| YTD | +10.6% | +11.2% | -0.7% | +1.6% |
| 1Y | +12.3% | +13.4% | -1.1% | +1.7% |
| 3Y | +46.7% | +79.9% | -33.2% | -11.9% |
| All | +39.0% | +90.7% | -51.7% | -20.8% |
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