-100.0%
EMPD vs SPY
+75.1%
-175.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.8% |
| 7D | -25.7% | -2.7% | -22.9% | -23.0% |
| 30D | -36.7% | -5.4% | -31.3% | -31.8% |
| 3M | -29.3% | -4.1% | -25.2% | -25.2% |
| 6M | -61.1% | +0.7% | -61.8% | -61.1% |
| YTD | -56.2% | +8.7% | -64.9% | -59.2% |
| 1Y | -68.7% | +10.9% | -79.5% | -71.3% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +75.1% | -175.1% | -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 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