+60,787.5%
EME vs SPY
+2,786.0%
+58,001.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -8.3% | +0.1% | -8.3% | -8.3% |
| 3M | -10.7% | +2.0% | -12.7% | -12.1% |
| 6M | +1.9% | +13.0% | -11.1% | -9.4% |
| YTD | +23.5% | +13.5% | +9.9% | +9.4% |
| 1Y | +18.0% | +20.0% | -2.0% | -0.5% |
| 3Y | +236.1% | +77.2% | +158.9% | +94.5% |
| 5Y | +527.9% | +81.9% | +446.0% | +249.8% |
| 10Y | +1,252.8% | +314.1% | +938.7% | +237.0% |
| All | +60,787.5% | +2,786.0% | +58,001.5% | +3,971.7% |
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