+90.2%
EMMF vs SPY
+203.8%
-113.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +4.4% | -1.4% | +5.8% | +5.3% |
| 3M | +3.0% | +3.7% | -0.8% | +0.7% |
| 6M | +15.2% | +13.0% | +2.2% | +7.1% |
| YTD | +24.2% | +12.4% | +11.8% | +15.9% |
| 1Y | +32.2% | +18.5% | +13.6% | +19.4% |
| 3Y | +76.4% | +77.6% | -1.2% | +23.1% |
| 5Y | +65.5% | +81.7% | -16.2% | +12.7% |
| All | +90.2% | +203.8% | -113.6% | -6.7% |
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