+418.9%
EME vs SPY
+72.1%
+346.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.7% |
| YTD | +8.0% | +11.5% | -3.5% | -2.9% |
| 1Y | +6.8% | +13.5% | -6.7% | -5.6% |
| 3Y | +213.9% | +77.7% | +136.2% | +90.4% |
| All | +418.9% | +72.1% | +346.8% | +220.9% |
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