+684.7%
EMR vs SPXS
-100.0%
+784.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +2.2% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -5.6% | +0.8% | -6.4% | -5.2% |
| 3M | +7.9% | -4.7% | +12.7% | +7.2% |
| 6M | +6.0% | -29.6% | +35.7% | -4.9% |
| YTD | +16.4% | -29.8% | +46.3% | +5.1% |
| 1Y | +16.6% | -38.9% | +55.6% | +0.9% |
| 3Y | +62.9% | -79.6% | +142.5% | +5.0% |
| 5Y | +60.1% | -85.9% | +146.0% | +5.4% |
| 10Y | +268.8% | -99.5% | +368.3% | -2.1% |
| All | +684.7% | -100.0% | +784.7% | -53.3% |
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