+65.8%
EMR vs SPYG
+83.9%
-18.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | -5.0% | -1.7% | -3.3% | -3.7% |
| 3M | +5.9% | +3.6% | +2.3% | +3.0% |
| 6M | +7.3% | +16.6% | -9.3% | -4.5% |
| YTD | +14.6% | +13.4% | +1.2% | +4.1% |
| 1Y | +15.6% | +19.6% | -4.0% | +1.0% |
| 3Y | +60.2% | +99.8% | -39.6% | -2.0% |
| 5Y | +65.8% | +85.0% | -19.1% | +0.5% |
| All | +65.8% | +83.9% | -18.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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