-7.8%
EMDM vs SPY
+2.1%
-9.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | +3.6% |
| 7D | -4.6% | -4.7% | +0.1% | +3.1% |
| 30D | -14.6% | -5.9% | -8.7% | -5.3% |
| 3M | -9.9% | -4.5% | -5.4% | -2.9% |
| 6M | -7.8% | +1.8% | -9.6% | -14.8% |
| All | -7.8% | +2.1% | -9.9% | -14.8% |
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