+108.0%
EMCS vs SPY
+219.0%
-111.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +1.0% | +1.4% |
| 7D | -0.2% | +0.1% | -0.2% | -0.1% |
| 30D | -7.7% | -3.3% | -4.3% | -5.0% |
| 3M | -3.9% | -2.4% | -1.5% | -1.7% |
| 6M | -5.5% | +2.6% | -8.1% | -6.8% |
| YTD | +20.6% | +11.2% | +9.4% | +12.2% |
| 1Y | +23.9% | +13.4% | +10.6% | +13.6% |
| 3Y | +96.2% | +79.9% | +16.3% | +26.4% |
| 5Y | +42.7% | +72.2% | -29.5% | -5.6% |
| All | +108.0% | +219.0% | -111.0% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling