+7.8%
EMET vs SPY
+73.4%
-65.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.4% |
| 7D | -1.6% | +2.6% | -4.2% | -4.3% |
| 30D | -11.7% | -2.0% | -9.7% | -9.5% |
| 3M | -18.2% | -2.8% | -15.4% | -15.3% |
| 6M | -27.5% | +2.1% | -29.6% | -28.4% |
| YTD | -5.9% | +11.5% | -17.4% | -14.9% |
| 1Y | +9.1% | +13.5% | -4.3% | -2.9% |
| 3Y | +67.8% | +77.7% | -9.9% | -4.5% |
| 5Y | +8.0% | +72.6% | -64.6% | -37.3% |
| All | +7.8% | +73.4% | -65.5% | -37.8% |
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