+60.2%
EMM vs SPY
+90.7%
-30.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +1.6% |
| 7D | -0.5% | +0.1% | -0.5% | -0.4% |
| 30D | -10.4% | -3.3% | -7.1% | -7.2% |
| 3M | -7.2% | -2.4% | -4.8% | -4.7% |
| 6M | -10.4% | +2.6% | -12.9% | -11.6% |
| YTD | +16.2% | +11.2% | +5.0% | +7.4% |
| 1Y | +22.8% | +13.4% | +9.4% | +11.8% |
| 3Y | +67.7% | +79.9% | -12.2% | +1.6% |
| All | +60.2% | +90.7% | -30.5% | -8.3% |
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 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