+98.0%
EMO vs SPY
+78.1%
+19.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +3.7% | +2.6% | +1.1% | +2.4% |
| 30D | -0.2% | -2.0% | +1.8% | +0.8% |
| 3M | -3.9% | -2.8% | -1.2% | -2.7% |
| 6M | +3.1% | +2.1% | +0.9% | +1.6% |
| YTD | +19.8% | +11.5% | +8.3% | +12.0% |
| 1Y | +27.3% | +13.5% | +13.9% | +17.6% |
| 3Y | +98.0% | +77.7% | +20.3% | +40.9% |
| All | +98.0% | +78.1% | +19.9% | +40.9% |
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