+168.7%
EMLP vs SPY
+311.8%
-143.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.7% |
| 30D | +2.7% | -2.4% | +5.1% | +4.2% |
| 3M | +0.8% | -1.2% | +2.0% | +1.3% |
| 6M | +2.1% | +3.3% | -1.2% | -0.7% |
| YTD | +18.1% | +12.3% | +5.8% | +8.0% |
| 1Y | +17.3% | +12.4% | +4.8% | +7.0% |
| 3Y | +82.5% | +78.8% | +3.7% | +16.6% |
| 5Y | +108.5% | +75.2% | +33.4% | +33.5% |
| 10Y | +168.7% | +311.1% | -142.4% | -14.0% |
| All | +168.7% | +311.8% | -143.1% | -14.0% |
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