+273.0%
EMR vs SPMO
+517.6%
-244.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.4% |
| 30D | -6.8% | -1.9% | -4.9% | -5.3% |
| 3M | +7.5% | -1.4% | +8.8% | +7.6% |
| 6M | +9.9% | +25.5% | -15.6% | -10.2% |
| YTD | +16.0% | +24.8% | -8.9% | -4.7% |
| 1Y | +12.4% | +24.5% | -12.0% | -7.4% |
| 3Y | +60.2% | +157.1% | -96.9% | -27.4% |
| 5Y | +67.9% | +149.5% | -81.6% | -22.2% |
| All | +273.0% | +517.6% | -244.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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