+184.8%
EMEQ vs SPY
+41.7%
+143.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +4.4% | -0.4% | +4.8% | +4.8% |
| 30D | +9.5% | -1.4% | +10.9% | +11.4% |
| 3M | +5.7% | +3.7% | +2.0% | +1.6% |
| 6M | +43.4% | +13.0% | +30.4% | +27.2% |
| YTD | +68.2% | +12.4% | +55.8% | +50.2% |
| 1Y | +112.8% | +18.5% | +94.3% | +81.7% |
| All | +184.8% | +41.7% | +143.2% | +112.5% |
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