+199.0%
EMGF vs SPY
+350.5%
-151.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +5.2% | +0.1% | +5.1% | +5.1% |
| 3M | -0.2% | +2.0% | -2.2% | -1.5% |
| 6M | +18.1% | +13.0% | +5.1% | +8.1% |
| YTD | +28.4% | +13.5% | +14.9% | +17.3% |
| 1Y | +41.1% | +20.0% | +21.1% | +23.7% |
| 3Y | +96.5% | +77.2% | +19.3% | +27.0% |
| 5Y | +63.5% | +81.9% | -18.4% | +2.3% |
| 10Y | +164.2% | +314.1% | -149.9% | -13.5% |
| All | +199.0% | +350.5% | -151.5% | -6.6% |
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