+277.4%
EMR vs SPG
+57.9%
+219.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | +0.2% |
| 7D | +0.9% | -2.7% | +3.6% | +2.0% |
| 30D | -5.0% | -7.3% | +2.3% | -2.1% |
| 3M | +5.9% | -3.5% | +9.4% | +7.1% |
| 6M | +7.3% | +8.5% | -1.1% | +3.6% |
| YTD | +14.6% | +13.0% | +1.6% | +8.8% |
| 1Y | +15.6% | +18.0% | -2.4% | +7.8% |
| 3Y | +60.2% | +104.5% | -44.3% | +19.9% |
| 5Y | +65.8% | +102.0% | -36.2% | +22.2% |
| 10Y | +277.4% | +61.9% | +215.4% | +162.1% |
| All | +277.4% | +57.9% | +219.5% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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