+140.7%
EMXC vs SPY
+251.9%
-111.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | 0.0% | -2.0% | +2.0% | +1.6% |
| 30D | +4.8% | -1.7% | +6.5% | +6.3% |
| 3M | +6.0% | +4.7% | +1.2% | +2.4% |
| 6M | +23.2% | +12.5% | +10.7% | +13.2% |
| YTD | +37.3% | +11.7% | +25.6% | +26.9% |
| 1Y | +54.5% | +17.5% | +37.0% | +37.4% |
| 3Y | +109.7% | +76.6% | +33.1% | +35.0% |
| 5Y | +79.7% | +82.0% | -2.3% | +11.8% |
| All | +140.7% | +251.9% | -111.3% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling