+89.4%
EML vs SPY
+311.8%
-222.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +5.3% |
| 7D | +9.1% | -0.9% | +10.0% | +10.2% |
| 30D | +28.0% | -2.4% | +30.4% | +31.1% |
| 3M | +29.2% | -1.2% | +30.4% | +30.5% |
| 6M | +44.4% | +3.3% | +41.1% | +39.3% |
| YTD | +62.1% | +12.3% | +49.8% | +43.2% |
| 1Y | +68.3% | +12.4% | +55.8% | +48.3% |
| 3Y | +81.8% | +78.8% | +3.0% | -2.5% |
| 5Y | +34.1% | +75.2% | -41.0% | -28.4% |
| 10Y | +89.4% | +311.1% | -221.7% | -54.6% |
| All | +89.4% | +311.8% | -222.3% | -54.6% |
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 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