+51.8%
EMCS vs SPY
+82.0%
-30.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +5.4% | +0.1% | +5.3% | +5.3% |
| 3M | +0.6% | +2.0% | -1.4% | -0.7% |
| 6M | +21.7% | +13.0% | +8.7% | +11.1% |
| YTD | +33.3% | +13.5% | +19.8% | +21.3% |
| 1Y | +51.9% | +20.0% | +32.0% | +32.8% |
| 3Y | +107.7% | +77.2% | +30.5% | +35.2% |
| All | +51.8% | +82.0% | -30.3% | -4.1% |
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