+105.2%
EMDM vs SPY
+92.3%
+13.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | +0.8% |
| 7D | -4.6% | -4.7% | +0.1% | 0.0% |
| 30D | -14.6% | -5.9% | -8.7% | -9.3% |
| 3M | -9.9% | -4.5% | -5.4% | -5.7% |
| 6M | -7.8% | +1.8% | -9.6% | -8.7% |
| YTD | +18.4% | +8.3% | +10.0% | +11.3% |
| 1Y | +25.4% | +9.3% | +16.1% | +17.0% |
| 3Y | +99.6% | +74.9% | +24.8% | +23.2% |
| All | +105.2% | +92.3% | +13.0% | +19.8% |
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