+60.9%
EMM vs SPY
+91.8%
-30.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +7.6% | +3.3% | +4.3% | +4.3% |
| 30D | -8.0% | -2.7% | -5.3% | -5.3% |
| 3M | -8.7% | -1.7% | -6.9% | -6.8% |
| 6M | -5.8% | +3.1% | -8.9% | -7.6% |
| YTD | +16.8% | +11.9% | +4.9% | +7.3% |
| 1Y | +22.1% | +12.0% | +10.1% | +12.1% |
| 3Y | +67.0% | +78.2% | -11.2% | +2.1% |
| All | +60.9% | +91.8% | -30.9% | -8.4% |
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