+65.8%
EMR vs SPXS
-85.7%
+151.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.7% |
| 7D | +0.9% | +1.2% | -0.3% | +1.4% |
| 30D | -5.0% | +5.2% | -10.1% | -3.1% |
| 3M | +5.9% | -9.2% | +15.1% | +3.3% |
| 6M | +7.3% | -29.6% | +36.9% | -3.0% |
| YTD | +14.6% | -27.6% | +42.2% | +5.4% |
| 1Y | +15.6% | -36.7% | +52.4% | +2.6% |
| 3Y | +60.2% | -79.8% | +140.0% | +10.0% |
| 5Y | +65.8% | -85.9% | +151.7% | +14.2% |
| All | +65.8% | -85.7% | +151.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling