+311.1%
SPOT vs EMB
+23.2%
+287.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.7% |
| 7D | +1.6% | -0.9% | +2.5% | +2.8% |
| 30D | +16.9% | +0.4% | +16.6% | +16.5% |
| 3M | +23.0% | -3.1% | +26.1% | +28.1% |
| 6M | +42.2% | -2.1% | +44.2% | +45.9% |
| YTD | +5.5% | -1.1% | +6.6% | +6.7% |
| 1Y | -5.1% | -0.1% | -5.0% | -5.3% |
| 3Y | +257.9% | +29.6% | +228.3% | +154.9% |
| 5Y | +118.4% | +7.2% | +111.2% | +94.0% |
| All | +311.1% | +23.2% | +287.9% | +165.4% |
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 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