+176.7%
EMEQ vs SPY
+40.8%
+135.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.1% |
| 7D | +0.9% | -2.0% | +2.9% | +3.4% |
| 30D | +5.2% | -1.7% | +6.9% | +7.4% |
| 3M | +5.3% | +4.7% | +0.6% | +0.1% |
| 6M | +38.6% | +12.5% | +26.1% | +23.6% |
| YTD | +63.3% | +11.7% | +51.6% | +47.0% |
| 1Y | +103.4% | +17.5% | +85.9% | +75.4% |
| All | +176.7% | +40.8% | +135.8% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling