+80.8%
EMXF vs SPY
+132.7%
-51.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.3% |
| 7D | -1.2% | -2.0% | +0.8% | +0.2% |
| 30D | +2.0% | -1.7% | +3.7% | +3.2% |
| 3M | +4.4% | +4.7% | -0.4% | +1.3% |
| 6M | +17.1% | +12.5% | +4.6% | +8.9% |
| YTD | +24.3% | +11.7% | +12.6% | +16.1% |
| 1Y | +32.5% | +17.5% | +15.1% | +20.1% |
| 3Y | +81.9% | +76.6% | +5.3% | +28.1% |
| 5Y | +45.5% | +82.0% | -36.5% | +0.3% |
| All | +80.8% | +132.7% | -51.9% | +4.8% |
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