+35.6%
EMCS vs SPY
+67.0%
-31.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | -1.9% |
| 7D | -8.2% | -4.7% | -3.5% | -4.3% |
| 30D | -14.6% | -5.9% | -8.7% | -9.9% |
| 3M | -9.9% | -4.5% | -5.4% | -6.1% |
| 6M | -5.9% | +1.8% | -7.7% | -6.5% |
| YTD | +14.0% | +8.3% | +5.7% | +8.2% |
| 1Y | +14.7% | +9.3% | +5.3% | +8.1% |
| 3Y | +83.5% | +74.9% | +8.6% | +21.5% |
| 5Y | +35.6% | +67.3% | -31.6% | -7.6% |
| All | +35.6% | +67.0% | -31.4% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling