+67.8%
EMR vs SPXU
-86.1%
+153.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.2% |
| 7D | +3.1% | -1.5% | +4.5% | +2.5% |
| 30D | -3.5% | +3.7% | -7.3% | -2.1% |
| 3M | +9.8% | -9.6% | +19.3% | +6.9% |
| 6M | +10.8% | -32.4% | +43.1% | -1.3% |
| YTD | +15.9% | -28.7% | +44.6% | +6.1% |
| 1Y | +16.4% | -38.2% | +54.6% | +2.4% |
| 3Y | +62.1% | -80.4% | +142.5% | +10.1% |
| All | +67.8% | -86.1% | +153.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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