+101.6%
EMEQ vs SPY
+18.1%
+83.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | +1.0% |
| 30D | +3.0% | -1.1% | +4.1% | +5.4% |
| 3M | -1.9% | +3.9% | -5.8% | -9.4% |
| 6M | +38.8% | +13.6% | +25.2% | +10.8% |
| YTD | +65.5% | +12.7% | +52.9% | +34.0% |
| 1Y | +101.6% | +17.5% | +84.1% | +55.7% |
| All | +101.6% | +18.1% | +83.5% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling