+49.0%
EML vs SPY
+78.7%
-29.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.1% |
| 7D | -3.1% | +0.5% | -3.7% | -3.5% |
| 30D | +5.4% | -0.9% | +6.3% | +6.1% |
| 3M | +19.8% | +3.9% | +15.9% | +16.5% |
| 6M | +42.3% | +14.5% | +27.7% | +28.4% |
| YTD | +34.7% | +12.9% | +21.8% | +22.9% |
| 1Y | +10.8% | +19.4% | -8.5% | -3.2% |
| 3Y | +49.0% | +78.5% | -29.4% | -11.9% |
| All | +49.0% | +78.7% | -29.7% | -11.9% |
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