+82.7%
EMXF vs SPY
+76.5%
+6.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | +1.3% | -0.4% | +1.6% | +1.6% |
| 30D | +3.5% | -1.4% | +4.9% | +4.7% |
| 3M | +5.0% | +3.7% | +1.3% | +2.1% |
| 6M | +20.1% | +13.0% | +7.1% | +10.0% |
| YTD | +26.5% | +12.4% | +14.1% | +16.3% |
| 1Y | +35.9% | +18.5% | +17.4% | +20.8% |
| All | +82.7% | +76.5% | +6.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling