+84.1%
EMM vs SPY
+94.7%
-10.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | +0.7% | +2.0% | -1.3% | -0.8% |
| 6M | +21.2% | +13.0% | +8.2% | +9.7% |
| YTD | +33.6% | +13.5% | +20.1% | +20.6% |
| 1Y | +53.2% | +20.0% | +33.2% | +32.7% |
| 3Y | +81.0% | +77.2% | +3.8% | +11.3% |
| All | +84.1% | +94.7% | -10.6% | +2.9% |
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