+252.8%
SPOT vs EMB
+25.0%
+227.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.9% |
| 7D | -3.1% | -1.2% | -1.9% | -1.6% |
| 30D | +7.4% | -1.3% | +8.6% | +9.2% |
| 3M | +8.2% | -1.8% | +10.0% | +10.7% |
| 6M | +2.2% | +0.2% | +2.0% | +1.8% |
| YTD | -9.5% | +0.4% | -9.8% | -10.2% |
| 1Y | -23.8% | +2.8% | -26.7% | -26.8% |
| 3Y | +233.5% | +29.1% | +204.3% | +138.7% |
| 5Y | +112.2% | +6.3% | +105.9% | +89.4% |
| All | +252.8% | +25.0% | +227.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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