+273.4%
EMLP vs SPY
+623.9%
-350.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.6% | +0.1% | +1.6% | +1.6% |
| 3M | +2.5% | +2.0% | +0.5% | +0.7% |
| 6M | +1.9% | +13.0% | -11.1% | -7.2% |
| YTD | +18.2% | +13.5% | +4.7% | +7.2% |
| 1Y | +20.6% | +20.0% | +0.6% | +4.9% |
| 3Y | +77.3% | +77.2% | +0.2% | +13.6% |
| 5Y | +109.7% | +81.9% | +27.8% | +29.6% |
| 10Y | +159.6% | +314.1% | -154.4% | -17.6% |
| All | +273.4% | +623.9% | -350.5% | -18.8% |
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 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