+30.7%
EMOP vs SPY
+27.4%
+3.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -0.8% | -0.6% | -0.2% | 0.0% |
| 30D | -10.6% | -3.7% | -7.0% | -6.1% |
| 3M | -7.3% | -2.7% | -4.5% | -3.7% |
| 6M | -12.1% | +2.2% | -14.3% | -14.0% |
| YTD | +12.0% | +10.8% | +1.2% | -0.3% |
| 1Y | +12.1% | +11.2% | +0.9% | -0.5% |
| All | +30.7% | +27.4% | +3.3% | +2.7% |
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