+760.1%
EMR vs SPXS
-100.0%
+860.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | +0.3% |
| 7D | +2.7% | -9.5% | +12.1% | -1.0% |
| 30D | +2.1% | +7.4% | -5.3% | +6.0% |
| 3M | +2.3% | +6.1% | -3.9% | +6.0% |
| 6M | +22.5% | -7.3% | +29.8% | +22.0% |
| YTD | +27.2% | -26.7% | +53.9% | +18.1% |
| 1Y | +28.0% | -26.2% | +54.2% | +19.9% |
| 3Y | +103.4% | -80.3% | +183.8% | +30.0% |
| 5Y | +88.2% | -83.4% | +171.6% | +32.7% |
| 10Y | +281.7% | -99.5% | +381.2% | +3.7% |
| All | +760.1% | -100.0% | +860.1% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling