-100.0%
EMPD vs SPY
+90.3%
-190.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.5% | -7.4% | -7.3% |
| 7D | -13.7% | +0.5% | -14.2% | -14.2% |
| 30D | +6.9% | -0.9% | +7.8% | +8.1% |
| 3M | -16.1% | +3.9% | -20.0% | -19.6% |
| 6M | -27.2% | +14.5% | -41.7% | -37.2% |
| YTD | -33.6% | +12.9% | -46.5% | -40.9% |
| 1Y | -56.5% | +19.4% | -75.8% | -63.1% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +90.3% | -190.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling