+877.5%
EME vs SPY
+307.0%
+570.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.1% |
| 7D | +8.4% | +2.6% | +5.8% | +5.5% |
| 30D | -11.5% | -2.0% | -9.5% | -9.4% |
| 3M | -20.6% | -2.8% | -17.9% | -18.0% |
| 6M | -28.5% | +2.1% | -30.6% | -29.6% |
| YTD | +8.0% | +11.5% | -3.5% | -3.0% |
| 1Y | +6.8% | +13.5% | -6.7% | -5.8% |
| 3Y | +213.9% | +77.7% | +136.2% | +78.2% |
| 5Y | +414.8% | +72.6% | +342.2% | +198.7% |
| All | +877.5% | +307.0% | +570.4% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling