+112.0%
EMDM vs SPY
+97.9%
+14.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +1.5% | +2.6% | -1.1% | -1.0% |
| 30D | -6.6% | -2.0% | -4.6% | -4.8% |
| 3M | -7.5% | -2.8% | -4.7% | -4.8% |
| 6M | -7.8% | +2.1% | -9.9% | -9.1% |
| YTD | +22.3% | +11.5% | +10.8% | +11.8% |
| 1Y | +28.4% | +13.5% | +15.0% | +15.7% |
| 3Y | +108.3% | +77.7% | +30.6% | +26.4% |
| All | +112.0% | +97.9% | +14.2% | +20.3% |
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