+1,179.4%
EMF vs SPY
+3,056.6%
-1,877.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.2% |
| 7D | -0.6% | -0.9% | +0.3% | +0.2% |
| 30D | -7.8% | -2.4% | -5.5% | -5.9% |
| 3M | -5.0% | -1.2% | -3.8% | -4.0% |
| 6M | -7.2% | +3.3% | -10.5% | -9.5% |
| YTD | +24.0% | +12.3% | +11.7% | +12.8% |
| 1Y | +25.7% | +12.4% | +13.2% | +14.1% |
| 3Y | +129.9% | +78.8% | +51.1% | +35.9% |
| 5Y | +72.1% | +75.2% | -3.1% | +1.4% |
| 10Y | +228.3% | +311.1% | -82.8% | -15.7% |
| All | +1,179.4% | +3,056.6% | -1,877.2% | -30.5% |
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