+754.2%
EMN vs SPY
+2,785.4%
-2,031.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +1.0% | +2.6% | -1.6% | -1.6% |
| 30D | +3.4% | -2.0% | +5.4% | +5.4% |
| 3M | -10.7% | -2.8% | -7.9% | -8.3% |
| 6M | -9.8% | +2.1% | -11.9% | -11.9% |
| YTD | +5.6% | +11.5% | -5.9% | -5.7% |
| 1Y | +8.9% | +13.5% | -4.6% | -4.4% |
| 3Y | -4.3% | +77.7% | -82.0% | -46.3% |
| 5Y | -31.9% | +72.6% | -104.5% | -60.4% |
| 10Y | +21.5% | +308.2% | -286.7% | -68.5% |
| All | +754.2% | +2,785.4% | -2,031.2% | -49.6% |
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 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