+1,250.1%
EML vs SPY
+3,091.8%
-1,841.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +6.2% | +0.1% | +6.0% | +6.1% |
| 30D | +14.9% | +0.1% | +14.8% | +14.8% |
| 3M | +29.8% | +2.0% | +27.9% | +28.6% |
| 6M | +51.8% | +13.0% | +38.8% | +43.1% |
| YTD | +44.1% | +13.5% | +30.6% | +35.5% |
| 1Y | +18.5% | +20.0% | -1.5% | +8.5% |
| 3Y | +62.0% | +77.2% | -15.2% | +24.0% |
| 5Y | +17.7% | +81.9% | -64.2% | -11.8% |
| 10Y | +72.9% | +314.1% | -241.2% | -1.8% |
| All | +1,250.1% | +3,091.8% | -1,841.7% | +386.6% |
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