+83.9%
EMXC vs SPY
+81.0%
+2.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | +3.0% | -0.4% | +3.3% | +3.3% |
| 30D | +8.4% | -1.4% | +9.7% | +9.6% |
| 3M | +6.1% | +3.7% | +2.3% | +3.4% |
| 6M | +26.1% | +13.0% | +13.1% | +16.0% |
| YTD | +40.6% | +12.4% | +28.2% | +29.9% |
| 1Y | +60.2% | +18.5% | +41.7% | +42.8% |
| 3Y | +114.7% | +77.6% | +37.1% | +44.4% |
| 5Y | +83.9% | +81.7% | +2.2% | +21.3% |
| All | +83.9% | +81.0% | +2.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling