+67.8%
EMMF vs SPY
+202.4%
-134.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | +4.1% | +3.3% | +0.8% | +1.9% |
| 30D | -8.6% | -2.7% | -6.0% | -6.9% |
| 3M | -9.5% | -1.7% | -7.7% | -8.3% |
| 6M | -7.2% | +3.1% | -10.3% | -8.6% |
| YTD | +9.6% | +11.9% | -2.3% | +2.7% |
| 1Y | +9.7% | +12.0% | -2.3% | +2.7% |
| 3Y | +55.4% | +78.2% | -22.8% | +8.5% |
| 5Y | +50.0% | +73.2% | -23.2% | +5.7% |
| All | +67.8% | +202.4% | -134.6% | -17.3% |
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