-100.0%
EMPD vs SPY
+86.8%
-186.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -18.0% | -0.6% | -17.4% | -17.4% |
| 30D | -34.1% | -3.7% | -30.4% | -30.8% |
| 3M | -20.2% | -2.7% | -17.5% | -17.2% |
| 6M | -60.1% | +2.2% | -62.3% | -60.8% |
| YTD | -56.0% | +10.8% | -66.8% | -59.8% |
| 1Y | -69.2% | +11.2% | -80.5% | -71.9% |
| 3Y | -100.0% | +76.5% | -176.5% | -100.0% |
| 5Y | -100.0% | +72.9% | -172.9% | -100.0% |
| All | -100.0% | +86.8% | -186.8% | -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 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