+823.4%
EMN vs SPY
+2,838.6%
-2,015.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -2.9% | +0.1% | -3.0% | -3.0% |
| 3M | -0.6% | +2.0% | -2.6% | -2.6% |
| 6M | -0.8% | +13.0% | -13.8% | -12.5% |
| YTD | +14.1% | +13.5% | +0.6% | +0.3% |
| 1Y | +8.9% | +20.0% | -11.0% | -9.5% |
| 3Y | -6.5% | +77.2% | -83.7% | -47.3% |
| 5Y | -23.8% | +81.9% | -105.7% | -57.8% |
| 10Y | +45.1% | +314.1% | -269.0% | -62.9% |
| All | +823.4% | +2,838.6% | -2,015.2% | -46.5% |
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