+67.6%
EMXF vs SPY
+133.0%
-65.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +3.6% | +3.3% | +0.3% | +1.3% |
| 30D | -6.0% | -2.7% | -3.3% | -4.1% |
| 3M | -6.0% | -1.7% | -4.3% | -4.8% |
| 6M | -2.6% | +3.1% | -5.7% | -4.2% |
| YTD | +15.2% | +11.9% | +3.3% | +7.7% |
| 1Y | +15.7% | +12.0% | +3.7% | +8.1% |
| 3Y | +70.3% | +78.2% | -7.9% | +19.4% |
| 5Y | +34.5% | +73.2% | -38.8% | -3.6% |
| All | +67.6% | +133.0% | -65.4% | -2.8% |
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 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