+2,612.5%
EMR vs SPG
+5,923.7%
-3,311.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.7% |
| 7D | +2.1% | +5.1% | -2.9% | +0.3% |
| 30D | +4.8% | +16.8% | -12.1% | -1.2% |
| 3M | +7.5% | +5.7% | +1.8% | +5.2% |
| 6M | +20.9% | +17.8% | +3.1% | +13.3% |
| YTD | +29.2% | +30.1% | -0.9% | +16.8% |
| 1Y | +33.0% | +32.8% | +0.2% | +19.4% |
| 3Y | +109.8% | +137.2% | -27.5% | +51.3% |
| 5Y | +91.9% | +81.5% | +10.5% | +50.3% |
| 10Y | +301.5% | +116.5% | +185.0% | +161.7% |
| All | +2,612.5% | +5,923.7% | -3,311.3% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling