-52.0%
EMPD vs SPY
+20.8%
-72.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -2.5% |
| 7D | +10.6% | +0.1% | +10.5% | +10.1% |
| 30D | +15.4% | +0.1% | +15.4% | +15.1% |
| 3M | -6.3% | +2.0% | -8.3% | -11.3% |
| 6M | -25.9% | +13.0% | -38.9% | -48.1% |
| YTD | -27.9% | +13.5% | -41.5% | -48.1% |
| 1Y | -52.0% | +20.0% | -72.0% | -68.9% |
| All | -52.0% | +20.8% | -72.9% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling