+266.9%
EMLP vs SPY
+590.7%
-323.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.5% |
| 7D | -3.5% | -4.7% | +1.2% | -0.3% |
| 30D | +1.5% | -5.9% | +7.4% | +5.7% |
| 3M | -0.1% | -4.5% | +4.4% | +2.9% |
| 6M | -1.7% | +1.8% | -3.4% | -3.5% |
| YTD | +16.1% | +8.3% | +7.8% | +8.6% |
| 1Y | +17.8% | +9.3% | +8.4% | +9.3% |
| 3Y | +74.0% | +74.9% | -0.9% | +12.0% |
| 5Y | +102.7% | +67.3% | +35.5% | +33.1% |
| 10Y | +162.9% | +311.6% | -148.6% | -16.7% |
| All | +266.9% | +590.7% | -323.8% | -17.8% |
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