+264.0%
SPOT vs EMB
+26.5%
+237.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +12.5% | -0.3% | +12.8% | +12.9% |
| 3M | +9.9% | -0.4% | +10.3% | +10.4% |
| 6M | +1.6% | +0.1% | +1.4% | +1.2% |
| YTD | -6.6% | +1.6% | -8.2% | -8.7% |
| 1Y | -22.9% | +5.6% | -28.5% | -28.5% |
| 3Y | +244.3% | +29.8% | +214.4% | +144.7% |
| 5Y | +117.8% | +7.3% | +110.5% | +91.8% |
| All | +264.0% | +26.5% | +237.5% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling