+33.4%
EMET vs SPY
+75.2%
-41.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.6% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | -1.5% | -1.1% | -0.5% | -0.3% |
| 3M | +0.4% | +3.9% | -3.5% | -3.5% |
| 6M | +0.4% | +13.6% | -13.2% | -11.5% |
| YTD | +16.3% | +12.7% | +3.7% | +3.7% |
| 1Y | +54.6% | +17.5% | +37.1% | +32.3% |
| 3Y | +78.7% | +76.9% | +1.8% | +1.7% |
| All | +33.4% | +75.2% | -41.8% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling