+638.7%
EMR vs SPXU
-100.0%
+738.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +12.6% | +7.2% |
| 6M | +6.0% | -29.6% | +35.6% | -4.8% |
| YTD | +16.4% | -29.9% | +46.3% | +5.1% |
| 1Y | +16.6% | -39.1% | +55.7% | +0.9% |
| 3Y | +62.9% | -80.0% | +142.9% | +4.5% |
| 5Y | +60.1% | -86.0% | +146.1% | +5.3% |
| 10Y | +268.8% | -99.5% | +368.3% | -1.7% |
| All | +638.7% | -100.0% | +738.7% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling