+2,345.3%
EMR vs SPG
+5,256.9%
-2,911.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | -5.6% | -6.8% | +1.2% | -3.1% |
| 3M | +7.9% | +2.7% | +5.3% | +6.6% |
| 6M | +6.0% | +5.5% | +0.6% | +3.8% |
| YTD | +16.4% | +15.7% | +0.7% | +10.1% |
| 1Y | +16.6% | +20.9% | -4.2% | +8.4% |
| 3Y | +62.9% | +112.4% | -49.5% | +22.5% |
| 5Y | +60.1% | +101.4% | -41.3% | +20.7% |
| 10Y | +268.8% | +60.6% | +208.1% | +167.6% |
| All | +2,345.3% | +5,256.9% | -2,911.7% | +477.3% |
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