+140.4%
EMDM vs SPY
+101.5%
+38.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | +0.8% | +2.0% | -1.2% | -0.8% |
| 6M | +17.4% | +13.0% | +4.4% | +5.6% |
| YTD | +38.6% | +13.5% | +25.1% | +24.3% |
| 1Y | +73.2% | +20.0% | +53.2% | +48.6% |
| 3Y | +131.8% | +77.2% | +54.6% | +40.3% |
| All | +140.4% | +101.5% | +38.8% | +33.8% |
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 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