+1,324.7%
EMF vs SPY
+3,091.8%
-1,767.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | -1.4% | +2.0% | -3.4% | -2.8% |
| 6M | +22.2% | +13.0% | +9.1% | +10.4% |
| YTD | +38.1% | +13.5% | +24.5% | +24.3% |
| 1Y | +66.1% | +20.0% | +46.1% | +42.3% |
| 3Y | +144.3% | +77.2% | +67.2% | +45.5% |
| 5Y | +87.3% | +81.9% | +5.5% | +6.6% |
| 10Y | +241.4% | +314.1% | -72.6% | -12.9% |
| All | +1,324.7% | +3,091.8% | -1,767.0% | -23.4% |
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