+268.3%
EMD vs SPY
+968.4%
-700.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | 0.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +3.1% | -3.3% | +6.4% | +4.8% |
| 3M | -7.8% | -2.4% | -5.3% | -6.7% |
| 6M | -6.2% | +2.6% | -8.8% | -7.6% |
| YTD | -2.1% | +11.2% | -13.3% | -7.5% |
| 1Y | +2.7% | +13.4% | -10.7% | -4.0% |
| 3Y | +58.2% | +79.9% | -21.7% | +15.4% |
| 5Y | +18.4% | +72.2% | -53.8% | -12.6% |
| 10Y | +65.0% | +307.3% | -242.3% | -23.1% |
| All | +268.3% | +968.4% | -700.2% | -1.4% |
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 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