-0.3%
SPOT vs EME
-3.1%
+2.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.6% | +14.2% | +2.5% |
| 7D | +16.6% | -5.8% | +22.4% | +15.2% |
| 30D | +29.9% | -17.9% | +47.9% | +25.7% |
| 3M | +31.3% | -22.0% | +53.3% | +26.5% |
| 6M | +43.2% | -29.7% | +72.9% | +37.9% |
| YTD | +8.1% | +4.7% | +3.4% | +2.1% |
| 1Y | -0.3% | -2.1% | +1.8% | -4.9% |
| All | -0.3% | -3.1% | +2.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling