-5.9%
EMCS vs SPY
+2.1%
-8.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | +2.0% |
| 7D | -8.2% | -4.7% | -3.5% | -0.1% |
| 30D | -14.6% | -5.9% | -8.7% | -4.5% |
| 3M | -9.9% | -4.5% | -5.4% | -2.2% |
| 6M | -5.9% | +1.8% | -7.7% | -11.4% |
| All | -5.9% | +2.1% | -8.0% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling