+13,328.8%
EME vs SPYG
+559.2%
+12,769.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.4% |
| 30D | -6.8% | -1.7% | -5.1% | -5.3% |
| 3M | -8.8% | +3.6% | -12.5% | -11.3% |
| 6M | +5.0% | +16.6% | -11.6% | -8.3% |
| YTD | +23.5% | +13.4% | +10.1% | +10.8% |
| 1Y | +21.3% | +19.6% | +1.7% | +4.3% |
| 3Y | +241.1% | +99.8% | +141.3% | +86.6% |
| 5Y | +549.2% | +85.0% | +464.2% | +268.2% |
| 10Y | +1,306.4% | +422.1% | +884.3% | +195.4% |
| All | +13,328.8% | +559.2% | +12,769.6% | +1,378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling