+90.2%
EMR vs SPMO
+114.1%
-23.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.3% |
| 7D | +2.8% | +6.3% | -3.5% | -2.4% |
| 30D | +3.7% | -8.9% | +12.5% | +11.5% |
| 3M | +2.0% | -13.2% | +15.3% | +14.3% |
| 6M | +22.1% | -9.3% | +31.4% | +29.7% |
| YTD | +27.2% | +11.6% | +15.7% | +11.8% |
| 1Y | +32.0% | +13.4% | +18.6% | +14.4% |
| 3Y | +103.3% | +122.9% | -19.6% | -6.0% |
| All | +90.2% | +114.1% | -23.8% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling