-100.0%
EMPD vs SPY
+91.4%
-191.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | +10.6% | +0.1% | +10.5% | +10.4% |
| 30D | +15.4% | +0.1% | +15.4% | +15.3% |
| 3M | -6.3% | +2.0% | -8.3% | -8.2% |
| 6M | -25.9% | +13.0% | -38.9% | -35.2% |
| YTD | -27.9% | +13.5% | -41.5% | -36.3% |
| 1Y | -52.0% | +20.0% | -72.0% | -59.6% |
| 3Y | -100.0% | +77.2% | -177.2% | -100.0% |
| All | -100.0% | +91.4% | -191.4% | -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