+2,854.7%
EMR vs SPY
+3,056.6%
-201.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.0% |
| 30D | +2.8% | -2.4% | +5.2% | +5.4% |
| 3M | +2.0% | -1.2% | +3.1% | +3.3% |
| 6M | +20.7% | +3.3% | +17.4% | +17.1% |
| YTD | +27.3% | +12.3% | +15.0% | +14.1% |
| 1Y | +31.0% | +12.4% | +18.6% | +17.4% |
| 3Y | +103.6% | +78.8% | +24.8% | +15.9% |
| 5Y | +88.6% | +75.2% | +13.4% | +8.6% |
| 10Y | +280.6% | +311.1% | -30.5% | -2.3% |
| All | +2,854.7% | +3,056.6% | -201.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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