+52.0%
EMMF vs SPY
+75.1%
-23.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.9% |
| 7D | -3.6% | -2.7% | -0.9% | -1.5% |
| 30D | -13.0% | -5.4% | -7.6% | -9.1% |
| 3M | -10.3% | -4.1% | -6.2% | -7.2% |
| 6M | -10.9% | +0.7% | -11.6% | -10.7% |
| YTD | +6.6% | +8.7% | -2.1% | +1.6% |
| 1Y | +8.0% | +10.9% | -2.9% | +1.7% |
| 3Y | +52.0% | +75.0% | -23.0% | +4.6% |
| All | +52.0% | +75.1% | -23.1% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling