+108.4%
EMCS vs SPY
+225.0%
-116.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.2% |
| 30D | -10.7% | -1.0% | -9.6% | -9.9% |
| 3M | -5.2% | -0.3% | -4.9% | -4.8% |
| 6M | +2.2% | +7.3% | -5.1% | -2.8% |
| YTD | +20.9% | +13.3% | +7.6% | +10.6% |
| 1Y | +22.9% | +14.8% | +8.2% | +11.4% |
| 3Y | +94.6% | +82.9% | +11.7% | +23.6% |
| 5Y | +43.6% | +75.6% | -32.0% | -6.6% |
| All | +108.4% | +225.0% | -116.6% | -11.6% |
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 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