+46.2%
EMMF vs SPY
+67.4%
-21.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | -3.6% | -2.7% | -0.9% | -1.8% |
| 30D | -13.0% | -5.4% | -7.6% | -9.8% |
| 3M | -10.3% | -4.1% | -6.2% | -7.7% |
| 6M | -10.9% | +0.7% | -11.6% | -10.8% |
| YTD | +6.6% | +8.7% | -2.1% | +2.2% |
| 1Y | +8.0% | +10.9% | -2.9% | +2.4% |
| 3Y | +52.0% | +75.0% | -23.0% | +12.1% |
| All | +46.2% | +67.4% | -21.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling