+85.2%
EMXF vs SPY
+136.5%
-51.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +3.7% | +0.1% | +3.7% | +3.7% |
| 3M | +2.6% | +2.0% | +0.6% | +1.4% |
| 6M | +20.2% | +13.0% | +7.2% | +11.4% |
| YTD | +27.3% | +13.5% | +13.8% | +17.7% |
| 1Y | +39.7% | +20.0% | +19.8% | +24.9% |
| 3Y | +81.3% | +77.2% | +4.1% | +27.2% |
| 5Y | +47.7% | +81.9% | -34.2% | +2.0% |
| All | +85.2% | +136.5% | -51.2% | +6.2% |
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