+100.2%
EMO vs SPY
+318.9%
-218.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -0.5% | -2.0% | +1.5% | +1.7% |
| 30D | +6.0% | -1.7% | +7.6% | +7.8% |
| 3M | +10.5% | +4.7% | +5.8% | +4.6% |
| 6M | +11.7% | +12.5% | -0.8% | -3.0% |
| YTD | +30.2% | +11.7% | +18.5% | +13.6% |
| 1Y | +25.2% | +17.5% | +7.7% | +2.9% |
| 3Y | +122.7% | +76.6% | +46.1% | +10.9% |
| 5Y | +279.9% | +82.0% | +197.9% | +79.3% |
| All | +100.2% | +318.9% | -218.7% | -58.4% |
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