+92.0%
EMO vs SPY
+682.0%
-590.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.9% |
| 30D | +8.7% | +0.1% | +8.6% | +8.5% |
| 3M | +10.5% | +2.0% | +8.5% | +7.8% |
| 6M | +8.5% | +13.0% | -4.5% | -5.2% |
| YTD | +28.6% | +13.5% | +15.1% | +11.6% |
| 1Y | +24.3% | +20.0% | +4.3% | +1.6% |
| 3Y | +117.5% | +77.2% | +40.3% | +15.8% |
| 5Y | +267.7% | +81.9% | +185.8% | +88.4% |
| 10Y | +98.9% | +314.1% | -215.1% | -48.8% |
| All | +92.0% | +682.0% | -590.0% | -64.6% |
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