+161.3%
EMLP vs SPY
+315.0%
-153.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | +2.5% | -3.3% | +5.9% | +4.7% |
| 3M | +0.8% | -2.4% | +3.2% | +2.2% |
| 6M | +2.3% | +2.6% | -0.2% | 0.0% |
| YTD | +17.2% | +11.2% | +6.0% | +7.8% |
| 1Y | +17.2% | +13.4% | +3.8% | +6.3% |
| 3Y | +81.6% | +79.9% | +1.7% | +15.4% |
| 5Y | +105.6% | +72.2% | +33.5% | +33.4% |
| 10Y | +161.3% | +307.3% | -146.1% | -16.8% |
| All | +161.3% | +315.0% | -153.8% | -16.8% |
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