-23.8%
SPOT vs EME
+21.8%
-45.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +1.2% |
| 7D | -3.1% | +3.5% | -6.6% | -2.7% |
| 30D | +7.4% | -6.3% | +13.7% | +6.9% |
| 3M | +8.2% | -3.8% | +11.9% | +7.9% |
| 6M | +2.2% | +8.5% | -6.3% | +1.6% |
| YTD | -9.5% | +27.8% | -37.3% | -10.9% |
| 1Y | -23.8% | +22.2% | -46.1% | -25.2% |
| All | -23.8% | +21.8% | -45.7% | -25.2% |
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