+329.7%
EMR vs SPMO
+575.8%
-246.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +3.1% | +3.4% | -0.3% | +0.4% |
| 30D | -3.5% | +0.5% | -4.1% | -4.0% |
| 3M | +9.8% | +1.9% | +7.9% | +7.1% |
| 6M | +10.8% | +27.8% | -17.0% | -10.3% |
| YTD | +15.9% | +26.7% | -10.7% | -5.4% |
| 1Y | +16.4% | +28.9% | -12.5% | -6.3% |
| 3Y | +62.1% | +160.7% | -98.6% | -25.8% |
| 5Y | +62.9% | +150.2% | -87.3% | -23.1% |
| 10Y | +267.8% | +517.5% | -249.8% | +2.2% |
| All | +329.7% | +575.8% | -246.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling