+1,344.7%
EME vs SPYG
+424.6%
+920.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.6% |
| 7D | +3.5% | -0.9% | +4.4% | +4.4% |
| 30D | -6.3% | -1.5% | -4.8% | -5.0% |
| 3M | -3.8% | +3.7% | -7.5% | -6.4% |
| 6M | +8.5% | +16.4% | -7.9% | -4.4% |
| YTD | +27.8% | +13.3% | +14.5% | +15.4% |
| 1Y | +22.2% | +17.9% | +4.4% | +7.4% |
| 3Y | +253.5% | +98.3% | +155.1% | +107.1% |
| 5Y | +578.6% | +86.4% | +492.2% | +309.7% |
| All | +1,344.7% | +424.6% | +920.1% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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