+70.6%
EML vs SPY
+78.4%
-7.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.4% |
| 7D | +2.6% | -0.6% | +3.2% | +3.1% |
| 30D | +19.9% | -3.7% | +23.6% | +23.1% |
| 3M | +19.6% | -2.7% | +22.3% | +21.8% |
| 6M | +34.2% | +2.2% | +32.0% | +31.8% |
| YTD | +52.1% | +10.8% | +41.2% | +40.4% |
| 1Y | +53.2% | +11.2% | +41.9% | +40.9% |
| 3Y | +70.6% | +76.5% | -5.9% | -15.9% |
| All | +70.6% | +78.4% | -7.8% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling