+145.3%
EMXC vs SPY
+257.7%
-112.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +6.3% | +0.1% | +6.3% | +6.3% |
| 3M | 0.0% | +2.0% | -2.0% | -1.1% |
| 6M | +23.6% | +13.0% | +10.6% | +13.1% |
| YTD | +40.0% | +13.5% | +26.4% | +27.7% |
| 1Y | +62.4% | +20.0% | +42.4% | +42.0% |
| 3Y | +110.8% | +77.2% | +33.6% | +35.3% |
| 5Y | +79.8% | +81.9% | -2.1% | +12.0% |
| All | +145.3% | +257.7% | -112.4% | -2.2% |
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