+1,388.8%
EML vs SPY
+3,045.4%
-1,656.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.8% |
| 7D | +13.2% | +3.3% | +9.9% | +11.6% |
| 30D | +27.7% | -2.7% | +30.4% | +29.5% |
| 3M | +20.6% | -1.7% | +22.4% | +21.6% |
| 6M | +39.4% | +3.1% | +36.3% | +37.3% |
| YTD | +58.9% | +11.9% | +47.0% | +50.5% |
| 1Y | +59.6% | +12.0% | +47.6% | +51.0% |
| 3Y | +78.3% | +78.2% | +0.1% | +36.1% |
| 5Y | +32.1% | +73.2% | -41.1% | +1.3% |
| 10Y | +85.8% | +309.6% | -223.9% | +6.2% |
| All | +1,388.8% | +3,045.4% | -1,656.6% | +440.3% |
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