+42.5%
EMQQ vs SPY
+359.9%
-317.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -3.3% | +0.1% | -3.4% | -3.4% |
| 3M | +4.0% | +2.0% | +2.0% | +1.8% |
| 6M | -2.0% | +13.0% | -15.0% | -13.4% |
| YTD | -16.4% | +13.5% | -29.9% | -26.4% |
| 1Y | -19.4% | +20.0% | -39.3% | -32.8% |
| 3Y | +12.1% | +77.2% | -65.1% | -38.2% |
| 5Y | -35.2% | +81.9% | -117.0% | -64.8% |
| 10Y | +39.3% | +314.1% | -274.8% | -67.2% |
| All | +42.5% | +359.9% | -317.4% | -69.5% |
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