+121.5%
EMO vs SPY
+78.7%
+42.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -2.2% | +0.5% | -2.7% | -2.5% |
| 30D | +7.9% | -0.9% | +8.8% | +8.4% |
| 3M | +10.9% | +3.9% | +7.1% | +8.5% |
| 6M | +9.3% | +14.5% | -5.2% | +0.6% |
| YTD | +29.5% | +12.9% | +16.6% | +20.1% |
| 1Y | +26.1% | +19.4% | +6.8% | +12.5% |
| 3Y | +121.5% | +78.5% | +43.0% | +46.9% |
| All | +121.5% | +78.7% | +42.8% | +46.9% |
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