+62.1%
EMR vs SPG
+111.2%
-49.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | -5.6% | -6.8% | +1.2% | -1.9% |
| 3M | +7.9% | +2.7% | +5.3% | +5.6% |
| 6M | +6.0% | +5.5% | +0.6% | +2.2% |
| YTD | +16.4% | +15.7% | +0.7% | +6.5% |
| 1Y | +16.6% | +20.9% | -4.2% | +3.9% |
| All | +62.1% | +111.2% | -49.1% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling