+69.3%
EMCB vs SPY
+626.2%
-556.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +0.6% | +2.0% | -1.3% | +0.3% |
| 6M | +0.8% | +13.0% | -12.2% | -1.1% |
| YTD | +2.5% | +13.5% | -11.0% | +0.6% |
| 1Y | +4.6% | +20.0% | -15.4% | +1.8% |
| 3Y | +24.7% | +77.2% | -52.5% | +14.1% |
| 5Y | +10.3% | +81.9% | -71.6% | 0.0% |
| 10Y | +44.3% | +314.1% | -269.7% | +16.5% |
| All | +69.3% | +626.2% | -556.8% | +26.8% |
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