+263.6%
EMR vs SPXS
-99.5%
+363.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -0.6% |
| 7D | -1.2% | +6.4% | -7.6% | +1.2% |
| 30D | -9.4% | +6.0% | -15.4% | -7.2% |
| 3M | +8.6% | -11.6% | +20.2% | +4.6% |
| 6M | +6.7% | -28.7% | +35.4% | -3.6% |
| YTD | +13.1% | -26.3% | +39.3% | +4.2% |
| 1Y | +12.7% | -34.9% | +47.7% | +0.3% |
| 3Y | +58.1% | -79.5% | +137.5% | +3.8% |
| 5Y | +63.6% | -85.9% | +149.6% | +9.4% |
| All | +263.6% | -99.5% | +363.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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