+67.5%
EMXF vs SPY
+132.2%
-64.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | +2.3% | +2.6% | -0.3% | +0.5% |
| 30D | -4.1% | -2.0% | -2.2% | -2.7% |
| 3M | -6.6% | -2.8% | -3.8% | -4.7% |
| 6M | -4.6% | +2.1% | -6.8% | -5.6% |
| YTD | +15.2% | +11.5% | +3.7% | +7.9% |
| 1Y | +16.9% | +13.5% | +3.4% | +8.3% |
| 3Y | +69.8% | +77.7% | -7.9% | +19.3% |
| 5Y | +34.4% | +72.6% | -38.2% | -3.4% |
| All | +67.5% | +132.2% | -64.6% | -2.6% |
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